-79.6%
SNAP vs AIG
+63.2%
-142.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.4% | -2.5% |
| 7D | -10.6% | +2.2% | -12.8% | -11.4% |
| 30D | -19.7% | +6.9% | -26.6% | -22.1% |
| 3M | -6.5% | +6.8% | -13.3% | -9.3% |
| 6M | -17.8% | +9.2% | -27.0% | -21.3% |
| YTD | -38.0% | -1.9% | -36.1% | -38.2% |
| 1Y | -42.5% | +9.7% | -52.1% | -45.5% |
| 3Y | -55.8% | +37.9% | -93.7% | -62.7% |
| 5Y | -90.5% | +56.8% | -147.4% | -92.4% |
| All | -79.6% | +63.2% | -142.8% | -85.9% |
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