+3,094.0%
SPY vs AIG
-46.2%
+3,140.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | +0.1% | -4.9% | +4.9% | +1.0% |
| 3M | +2.0% | +4.5% | -2.5% | +1.0% |
| 6M | +13.0% | -1.4% | +14.5% | +13.0% |
| YTD | +13.5% | -9.8% | +23.3% | +15.3% |
| 1Y | +20.0% | -4.5% | +24.5% | +20.3% |
| 3Y | +77.2% | +37.4% | +39.7% | +65.2% |
| 5Y | +81.9% | +55.0% | +26.9% | +64.7% |
| 10Y | +314.1% | +63.7% | +250.4% | +256.0% |
| All | +3,094.0% | -46.2% | +3,140.3% | +2,003.4% |
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 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