+252.8%
SPOT vs AIG
+75.4%
+177.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -3.1% | -1.2% | -1.9% | -2.8% |
| 30D | +7.4% | -1.1% | +8.4% | +7.7% |
| 3M | +8.2% | +0.7% | +7.5% | +7.9% |
| 6M | +2.2% | -2.2% | +4.4% | +2.6% |
| YTD | -9.5% | -10.8% | +1.4% | -6.9% |
| 1Y | -23.8% | -2.0% | -21.8% | -24.0% |
| 3Y | +233.5% | +34.8% | +198.6% | +202.9% |
| 5Y | +112.2% | +55.0% | +57.2% | +84.8% |
| All | +252.8% | +75.4% | +177.4% | +185.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling