+6,277.0%
SO vs AIG
-14.4%
+6,291.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | -0.9% | +2.0% | -3.0% | -1.1% |
| 30D | +4.9% | +6.3% | -1.4% | +4.3% |
| 3M | +0.8% | +9.2% | -8.4% | -0.1% |
| 6M | +0.6% | +9.5% | -8.9% | -0.4% |
| YTD | +8.7% | -1.6% | +10.3% | +8.6% |
| 1Y | +4.0% | +8.5% | -4.5% | +2.9% |
| 3Y | +50.6% | +38.3% | +12.3% | +45.2% |
| 5Y | +77.5% | +59.0% | +18.4% | +67.8% |
| 10Y | +192.0% | +67.8% | +124.1% | +166.7% |
| All | +6,277.0% | -14.4% | +6,291.5% | +3,950.4% |
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