+19.0%
SPGI vs AIG
+34.0%
-15.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.5% |
| 7D | -2.5% | -1.6% | -0.9% | -1.9% |
| 30D | +5.4% | -5.2% | +10.6% | +7.4% |
| 3M | +9.0% | +1.5% | +7.6% | +8.5% |
| 6M | +0.8% | -3.9% | +4.7% | +1.9% |
| YTD | -12.6% | -11.6% | -1.0% | -9.0% |
| 1Y | -16.1% | -2.9% | -13.2% | -16.3% |
| 3Y | +19.0% | +33.7% | -14.8% | -5.0% |
| All | +19.0% | +34.0% | -15.0% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling