-78.5%
SNAP vs AIG
+64.3%
-142.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +6.0% | +6.6% | -0.5% | +3.1% |
| 30D | -13.8% | +7.0% | -20.8% | -16.4% |
| 3M | -0.8% | +9.7% | -10.5% | -4.8% |
| 6M | -6.2% | +10.8% | -17.0% | -10.8% |
| YTD | -34.8% | -1.3% | -33.5% | -35.1% |
| 1Y | -38.7% | +8.4% | -47.1% | -41.7% |
| 3Y | -53.5% | +39.0% | -92.5% | -60.9% |
| 5Y | -90.2% | +59.6% | -149.8% | -92.2% |
| All | -78.5% | +64.3% | -142.8% | -85.2% |
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