+5.1%
SPGI vs AIG
+53.5%
-48.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.3% |
| 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% | -9.4% |
| 1Y | -16.1% | -2.9% | -13.2% | -16.1% |
| 3Y | +19.0% | +33.7% | -14.8% | +6.5% |
| 5Y | +5.1% | +52.7% | -47.6% | -12.6% |
| All | +5.1% | +53.5% | -48.5% | -12.6% |
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