+2,439.8%
SAP vs AIG
-63.6%
+2,503.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | 0.0% |
| 7D | -2.5% | +1.4% | -3.9% | -2.7% |
| 30D | +7.5% | +6.6% | +0.8% | +6.2% |
| 3M | +11.6% | +7.9% | +3.8% | +10.1% |
| 6M | +37.6% | +10.4% | +27.2% | +35.1% |
| YTD | -2.0% | -1.3% | -0.7% | -2.0% |
| 1Y | -6.4% | +11.5% | -17.9% | -8.6% |
| 3Y | +67.7% | +38.8% | +28.9% | +56.8% |
| 5Y | +75.7% | +57.8% | +17.9% | +59.4% |
| 10Y | +229.3% | +68.4% | +160.9% | +182.7% |
| All | +2,439.8% | -63.6% | +2,503.3% | +1,930.0% |
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