-100.0%
SQQQ vs AIG
+356.1%
-456.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +4.1% | -2.4% | +6.4% | +1.9% |
| 30D | +4.6% | -2.9% | +7.6% | +1.9% |
| 3M | -10.4% | +0.8% | -11.2% | -10.5% |
| 6M | -42.1% | -2.7% | -39.4% | -43.8% |
| YTD | -40.3% | -11.2% | -29.1% | -46.7% |
| 1Y | -50.2% | -1.5% | -48.7% | -51.3% |
| 3Y | -89.4% | +34.4% | -123.8% | -84.9% |
| 5Y | -94.7% | +54.4% | -149.1% | -89.4% |
| 10Y | -100.0% | +64.4% | -164.4% | -99.9% |
| All | -100.0% | +356.1% | -456.1% | -100.0% |
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