+247.9%
SOXX vs AIG
+53.2%
+194.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +1.4% | -1.2% | +2.5% | +1.8% |
| 30D | -3.6% | -1.1% | -2.5% | -3.3% |
| 3M | -10.2% | +0.7% | -10.8% | -11.2% |
| 6M | +54.2% | -2.2% | +56.4% | +53.7% |
| YTD | +75.2% | -10.8% | +86.0% | +81.2% |
| 1Y | +107.5% | -2.0% | +109.5% | +103.1% |
| 3Y | +226.8% | +34.8% | +191.9% | +167.5% |
| All | +247.9% | +53.2% | +194.7% | +162.8% |
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