+13,845.6%
SPGI vs AIG
-21.5%
+13,867.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.7% | -1.4% |
| 7D | +0.1% | -0.9% | +1.1% | +0.3% |
| 30D | +8.4% | -4.9% | +13.3% | +9.5% |
| 3M | +11.8% | +4.5% | +7.4% | +10.9% |
| 6M | +5.7% | -1.4% | +7.2% | +5.9% |
| YTD | -9.7% | -9.8% | +0.1% | -8.1% |
| 1Y | -12.5% | -4.5% | -7.9% | -12.1% |
| 3Y | +21.8% | +37.4% | -15.6% | +13.7% |
| 5Y | +8.2% | +55.0% | -46.8% | -2.3% |
| 10Y | +309.5% | +63.7% | +245.8% | +250.6% |
| All | +13,845.6% | -21.5% | +13,867.2% | +9,325.2% |
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