+115.3%
SPOT vs AIG
+53.2%
+62.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -3.1% | -1.2% | -1.9% | -2.6% |
| 30D | +7.4% | -1.1% | +8.4% | +7.9% |
| 3M | +8.2% | +0.7% | +7.5% | +7.7% |
| 6M | +2.2% | -2.2% | +4.4% | +2.8% |
| YTD | -9.5% | -10.8% | +1.4% | -5.6% |
| 1Y | -23.8% | -2.0% | -21.8% | -24.2% |
| 3Y | +233.5% | +34.8% | +198.6% | +179.9% |
| All | +115.3% | +53.2% | +62.1% | +65.4% |
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