+318.0%
SPYM vs AIG
+66.2%
+251.9%
-33.9%
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 | -0.8% | -1.2% | +0.4% | -0.4% |
| 30D | -1.1% | -1.1% | 0.0% | -0.8% |
| 3M | +3.9% | +0.7% | +3.2% | +3.4% |
| 6M | +13.6% | -2.2% | +15.8% | +13.9% |
| YTD | +12.7% | -10.8% | +23.6% | +16.2% |
| 1Y | +17.6% | -2.0% | +19.6% | +16.9% |
| 3Y | +77.2% | +34.8% | +42.4% | +56.4% |
| 5Y | +84.1% | +55.0% | +29.1% | +52.3% |
| All | +318.0% | +66.2% | +251.9% | +197.4% |
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 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