-46.2%
SE vs AIG
+8.7%
-54.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | -0.5% | +6.6% | -7.1% | -1.3% |
| 30D | -20.9% | +7.0% | -27.9% | -21.8% |
| 3M | -38.9% | +9.7% | -48.6% | -39.8% |
| 6M | -19.4% | +10.8% | -30.2% | -20.9% |
| YTD | -40.9% | -1.3% | -39.7% | -44.1% |
| 1Y | -46.2% | +8.4% | -54.5% | -47.3% |
| All | -46.2% | +8.7% | -54.9% | -47.3% |
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