+2,233.8%
SAP vs AIG
-66.7%
+2,300.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.7% |
| 7D | -2.9% | -0.9% | -2.0% | -2.7% |
| 30D | +9.0% | -4.9% | +13.9% | +10.0% |
| 3M | +14.9% | +4.5% | +10.5% | +14.0% |
| 6M | +11.9% | -1.4% | +13.3% | +12.1% |
| YTD | -9.9% | -9.8% | -0.1% | -8.5% |
| 1Y | -19.5% | -4.5% | -15.0% | -19.2% |
| 3Y | +61.8% | +37.4% | +24.4% | +51.5% |
| 5Y | +56.2% | +55.0% | +1.2% | +42.1% |
| 10Y | +180.6% | +63.7% | +116.9% | +142.3% |
| All | +2,233.8% | -66.7% | +2,300.5% | +1,796.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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