+5,976.4%
SO vs AIG
-21.5%
+5,997.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -0.2% | -0.9% | +0.8% | -0.1% |
| 30D | -4.6% | -4.9% | +0.3% | -4.1% |
| 3M | -3.0% | +4.5% | -7.5% | -3.5% |
| 6M | -8.3% | -1.4% | -6.8% | -8.2% |
| YTD | +3.5% | -9.8% | +13.3% | +4.4% |
| 1Y | -0.9% | -4.5% | +3.6% | -0.7% |
| 3Y | +45.4% | +37.4% | +7.9% | +40.3% |
| 5Y | +59.6% | +55.0% | +4.6% | +51.3% |
| 10Y | +156.6% | +63.7% | +92.9% | +135.2% |
| All | +5,976.4% | -21.5% | +5,997.9% | +3,792.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling