-48.8%
SE vs AIG
+6.0%
-54.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +4.3% |
| 7D | +6.7% | +2.3% | +4.4% | +6.4% |
| 30D | -17.2% | +8.8% | -26.0% | -18.2% |
| 3M | -28.0% | +3.7% | -31.7% | -28.4% |
| 6M | -6.1% | +6.8% | -12.9% | -7.1% |
| YTD | -37.1% | -2.6% | -34.5% | -39.6% |
| 1Y | -48.8% | +3.7% | -52.5% | -49.9% |
| All | -48.8% | +6.0% | -54.7% | -49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling