+363.5%
SE vs AIG
+59.9%
+303.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | -0.5% | +6.6% | -7.1% | -2.7% |
| 30D | -20.9% | +7.0% | -27.9% | -23.0% |
| 3M | -38.9% | +9.7% | -48.6% | -41.1% |
| 6M | -19.4% | +10.8% | -30.2% | -22.8% |
| YTD | -40.9% | -1.3% | -39.7% | -41.1% |
| 1Y | -46.2% | +8.4% | -54.5% | -48.3% |
| 3Y | +63.7% | +39.0% | +24.7% | +42.7% |
| 5Y | -77.9% | +59.6% | -137.5% | -81.6% |
| All | +363.5% | +59.9% | +303.5% | +270.3% |
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 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