+2,550.6%
SOXX vs AIG
-92.3%
+2,642.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.4% | -1.2% | +2.5% | +1.6% |
| 30D | -3.6% | -1.1% | -2.5% | -3.4% |
| 3M | -10.2% | +0.7% | -10.8% | -10.6% |
| 6M | +54.2% | -2.2% | +56.4% | +54.0% |
| YTD | +75.2% | -10.8% | +86.0% | +77.7% |
| 1Y | +107.5% | -2.0% | +109.5% | +106.1% |
| 3Y | +226.8% | +34.8% | +191.9% | +204.5% |
| 5Y | +251.2% | +55.0% | +196.2% | +218.0% |
| 10Y | +1,567.6% | +65.1% | +1,502.6% | +1,335.4% |
| All | +2,550.6% | -92.3% | +2,642.9% | +3,861.2% |
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