-12.4%
SOUN vs AIG
+37.6%
-50.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.0% |
| 7D | -4.1% | -1.6% | -2.5% | -2.9% |
| 30D | -18.1% | -5.2% | -12.9% | -14.7% |
| 3M | -12.3% | +1.5% | -13.7% | -14.2% |
| 6M | -18.6% | -3.9% | -14.6% | -16.8% |
| YTD | -34.1% | -11.6% | -22.5% | -28.9% |
| 1Y | -57.0% | -2.9% | -54.1% | -58.0% |
| 3Y | +185.7% | +33.7% | +151.9% | +113.3% |
| All | -12.4% | +37.6% | -50.0% | -31.0% |
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 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