+196.3%
SE vs AIG
+34.0%
+162.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.8% |
| 7D | +0.6% | -1.6% | +2.2% | +1.1% |
| 30D | -0.1% | -5.2% | +5.1% | +1.6% |
| 3M | +34.1% | +1.5% | +32.7% | +32.9% |
| 6M | +23.2% | -3.9% | +27.1% | +24.4% |
| YTD | -11.2% | -11.6% | +0.4% | -7.8% |
| 1Y | -40.5% | -2.9% | -37.6% | -40.5% |
| 3Y | +196.3% | +33.7% | +162.5% | +164.7% |
| All | +196.3% | +34.0% | +162.3% | +164.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling