+82.6%
SMR vs AIG
+33.4%
+49.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.4% |
| 7D | +13.1% | -1.4% | +14.5% | +13.3% |
| 30D | +17.8% | -3.3% | +21.1% | +18.5% |
| 3M | +8.1% | +2.2% | +5.9% | +6.6% |
| 6M | -11.1% | -2.1% | -9.0% | -11.4% |
| YTD | -23.7% | -11.2% | -12.5% | -21.0% |
| 1Y | -69.4% | -2.1% | -67.3% | -70.6% |
| All | +82.6% | +33.4% | +49.2% | +26.7% |
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