-78.3%
SNAP vs AIG
+47.8%
-126.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -5.0% | -1.4% | -3.6% | -4.4% |
| 30D | -0.7% | -3.3% | +2.6% | +0.7% |
| 3M | -5.0% | +2.2% | -7.2% | -6.1% |
| 6M | +3.5% | -2.1% | +5.6% | +4.2% |
| YTD | -34.2% | -11.2% | -23.0% | -31.3% |
| 1Y | -27.1% | -2.1% | -24.9% | -27.5% |
| 3Y | -43.5% | +34.4% | -77.8% | -51.7% |
| 5Y | -92.9% | +53.7% | -146.6% | -94.2% |
| All | -78.3% | +47.8% | -126.1% | -84.3% |
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 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