-93.3%
AIG vs SPYG
+559.2%
-652.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.8% |
| 7D | -1.4% | +0.3% | -1.8% | -1.8% |
| 30D | -3.3% | -1.7% | -1.6% | -1.8% |
| 3M | +2.2% | +3.6% | -1.5% | -2.5% |
| 6M | -2.1% | +16.6% | -18.7% | -17.8% |
| YTD | -11.2% | +13.4% | -24.6% | -23.7% |
| 1Y | -2.1% | +19.6% | -21.7% | -21.0% |
| 3Y | +34.4% | +99.8% | -65.4% | -39.5% |
| 5Y | +53.7% | +85.0% | -31.2% | -28.0% |
| 10Y | +64.4% | +422.1% | -357.7% | -75.8% |
| All | -93.3% | +559.2% | -652.5% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling