+576.6%
SPMO vs AIG
+67.8%
+508.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.0% |
| 7D | +3.4% | -1.6% | +5.0% | +3.8% |
| 30D | +0.5% | -5.2% | +5.7% | +1.9% |
| 3M | +1.9% | +1.5% | +0.5% | +1.1% |
| 6M | +27.8% | -3.9% | +31.8% | +28.4% |
| YTD | +26.7% | -11.6% | +38.3% | +30.0% |
| 1Y | +28.9% | -2.9% | +31.8% | +28.3% |
| 3Y | +160.7% | +33.7% | +126.9% | +135.3% |
| 5Y | +150.2% | +52.7% | +97.5% | +115.3% |
| 10Y | +517.5% | +62.6% | +454.9% | +367.0% |
| All | +576.6% | +67.8% | +508.8% | +411.5% |
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