+333.1%
SLV vs AIG
-90.2%
+423.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | +6.7% | -4.9% | +11.6% | +6.9% |
| 3M | -10.7% | +4.5% | -15.2% | -10.9% |
| 6M | -20.6% | -1.4% | -19.2% | -20.6% |
| YTD | -7.1% | -9.8% | +2.7% | -6.9% |
| 1Y | +62.0% | -4.5% | +66.5% | +62.1% |
| 3Y | +169.8% | +37.4% | +132.4% | +166.1% |
| 5Y | +161.5% | +55.0% | +106.5% | +156.0% |
| 10Y | +224.4% | +63.7% | +160.7% | +212.1% |
| All | +333.1% | -90.2% | +423.3% | +288.3% |
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