-14.4%
SMR vs AIG
+37.7%
-52.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.4% | -16.1% | -15.8% |
| 7D | -11.2% | -1.2% | -10.1% | -11.0% |
| 30D | -10.2% | -1.1% | -9.2% | -10.1% |
| 3M | -10.0% | +0.7% | -10.7% | -11.0% |
| 6M | -30.5% | -2.2% | -28.3% | -30.7% |
| YTD | -39.2% | -10.8% | -28.4% | -37.5% |
| 1Y | -75.5% | -2.0% | -73.5% | -76.3% |
| 3Y | +45.4% | +34.8% | +10.6% | +21.4% |
| All | -14.4% | +37.7% | -52.2% | -31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling