+29.6%
SNOW vs AIG
+199.7%
-170.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.4% | -1.2% | -1.3% | -2.1% |
| 30D | -1.0% | -1.1% | +0.1% | -0.6% |
| 3M | +36.9% | +0.7% | +36.2% | +36.2% |
| 6M | +83.4% | -2.2% | +85.5% | +83.6% |
| YTD | +50.0% | -10.8% | +60.8% | +54.4% |
| 1Y | +46.5% | -2.0% | +48.5% | +44.9% |
| 3Y | +93.3% | +34.8% | +58.5% | +70.2% |
| 5Y | +3.3% | +55.0% | -51.8% | -12.3% |
| All | +29.6% | +199.7% | -170.1% | 0.0% |
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