-85.6%
SMR vs AIG
+6.0%
-91.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -5.9% | -3.4% |
| 7D | -9.5% | +2.3% | -11.8% | -7.9% |
| 30D | -33.2% | +8.8% | -42.0% | -28.6% |
| 3M | -45.9% | +3.7% | -49.6% | -43.9% |
| 6M | -57.9% | +6.8% | -64.6% | -54.8% |
| YTD | -63.8% | -2.6% | -61.2% | -64.2% |
| 1Y | -85.6% | +3.7% | -89.3% | -85.3% |
| All | -85.6% | +6.0% | -91.6% | -85.3% |
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