+823.3%
SPYM vs AIG
-90.7%
+914.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.5% | -0.3% |
| 7D | +0.6% | -1.6% | +2.2% | +0.8% |
| 30D | -0.9% | -5.2% | +4.3% | -0.2% |
| 3M | +3.9% | +1.5% | +2.5% | +3.6% |
| 6M | +14.5% | -3.9% | +18.5% | +15.0% |
| YTD | +13.0% | -11.6% | +24.6% | +14.5% |
| 1Y | +19.4% | -2.9% | +22.4% | +19.4% |
| 3Y | +78.9% | +33.7% | +45.1% | +71.1% |
| 5Y | +82.3% | +52.7% | +29.7% | +70.8% |
| 10Y | +314.7% | +62.6% | +252.1% | +273.4% |
| All | +823.3% | -90.7% | +914.0% | +918.2% |
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