+3,036.2%
SPY vs AIG
-41.2%
+3,077.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | +2.6% | +6.6% | -4.0% | +1.4% |
| 30D | -2.0% | +7.0% | -9.0% | -3.3% |
| 3M | -2.8% | +9.7% | -12.5% | -4.6% |
| 6M | +2.1% | +10.8% | -8.7% | -0.1% |
| YTD | +11.5% | -1.3% | +12.8% | +11.2% |
| 1Y | +13.5% | +8.4% | +5.1% | +11.1% |
| 3Y | +77.7% | +39.0% | +38.7% | +65.2% |
| 5Y | +72.6% | +59.6% | +13.0% | +55.3% |
| 10Y | +308.2% | +68.4% | +239.7% | +248.3% |
| All | +3,036.2% | -41.2% | +3,077.4% | +1,928.2% |
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