+7.5%
SMR vs AIG
+37.2%
-29.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.5% |
| 7D | +13.1% | -1.4% | +14.5% | +13.5% |
| 30D | +17.8% | -3.3% | +21.1% | +18.8% |
| 3M | +8.1% | +2.2% | +5.9% | +6.3% |
| 6M | -11.1% | -2.1% | -9.0% | -11.4% |
| YTD | -23.7% | -11.2% | -12.5% | -21.4% |
| 1Y | -69.4% | -2.1% | -67.3% | -70.4% |
| 3Y | +82.6% | +34.4% | +48.2% | +52.6% |
| All | +7.5% | +37.2% | -29.7% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling