+52.5%
SOXX vs AIG
+6.0%
+46.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -2.4% |
| 7D | -13.7% | +2.3% | -16.0% | -12.7% |
| 30D | -23.6% | +8.8% | -32.4% | -20.6% |
| 3M | -16.9% | +3.7% | -20.6% | -15.1% |
| 6M | -2.4% | +6.8% | -9.2% | +2.1% |
| YTD | +49.8% | -2.6% | +52.5% | +52.3% |
| 1Y | +52.5% | +3.7% | +48.8% | +55.5% |
| All | +52.5% | +6.0% | +46.5% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling