+14,631.7%
SPGI vs AIG
-14.4%
+14,646.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.8% | +2.0% | -2.9% | -1.2% |
| 30D | +14.3% | +6.3% | +7.9% | +12.9% |
| 3M | +14.5% | +9.2% | +5.3% | +12.5% |
| 6M | +17.3% | +9.5% | +7.8% | +15.2% |
| YTD | -4.6% | -1.6% | -3.0% | -4.6% |
| 1Y | +0.8% | +8.5% | -7.7% | -1.2% |
| 3Y | +28.8% | +38.3% | -9.5% | +20.0% |
| 5Y | +14.0% | +59.0% | -45.1% | +2.4% |
| 10Y | +332.5% | +67.8% | +264.7% | +268.1% |
| All | +14,631.7% | -14.4% | +14,646.2% | +9,687.8% |
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 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