+568.6%
SE vs AIG
+43.9%
+524.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.5% | -4.2% |
| 7D | -3.6% | -1.4% | -2.2% | -3.2% |
| 30D | -5.3% | -3.3% | -2.0% | -4.2% |
| 3M | +28.1% | +2.2% | +25.9% | +26.7% |
| 6M | +20.7% | -2.1% | +22.8% | +21.1% |
| YTD | -14.8% | -11.2% | -3.6% | -11.6% |
| 1Y | -43.6% | -2.1% | -41.5% | -43.7% |
| 3Y | +184.2% | +34.4% | +149.8% | +151.1% |
| 5Y | -66.3% | +53.7% | -120.0% | -71.3% |
| All | +568.6% | +43.9% | +524.7% | +456.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling