+85.6%
SYF vs AIG
+53.4%
+32.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | -1.3% | -1.4% | +0.1% | -0.3% |
| 30D | -1.1% | -3.3% | +2.3% | +1.2% |
| 3M | +7.4% | +2.2% | +5.2% | +5.2% |
| 6M | +16.2% | -2.1% | +18.3% | +16.8% |
| YTD | -6.1% | -11.2% | +5.1% | +0.7% |
| 1Y | +3.4% | -2.1% | +5.5% | +2.0% |
| 3Y | +162.9% | +34.4% | +128.5% | +98.5% |
| 5Y | +85.6% | +53.7% | +31.9% | +20.9% |
| All | +85.6% | +53.4% | +32.2% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling