+58.7%
SO vs AIG
+53.5%
+5.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.3% |
| 7D | +1.0% | -1.6% | +2.6% | +1.3% |
| 30D | -3.2% | -5.2% | +2.0% | -2.4% |
| 3M | -1.7% | +1.5% | -3.2% | -2.0% |
| 6M | -7.2% | -3.9% | -3.3% | -6.7% |
| YTD | +4.6% | -11.6% | +16.2% | +6.4% |
| 1Y | +1.2% | -2.9% | +4.1% | +1.2% |
| 3Y | +45.3% | +33.7% | +11.5% | +37.2% |
| 5Y | +58.7% | +52.7% | +6.1% | +46.1% |
| All | +58.7% | +53.5% | +5.2% | +46.1% |
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