+26.3%
SYY vs AIG
+33.4%
-7.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | -0.2% | -1.4% | +1.2% | +0.1% |
| 30D | -2.7% | -3.3% | +0.6% | -1.9% |
| 3M | +5.9% | +2.2% | +3.7% | +5.2% |
| 6M | -2.3% | -2.1% | -0.2% | -2.0% |
| YTD | +13.1% | -11.2% | +24.3% | +16.6% |
| 1Y | +3.8% | -2.1% | +5.9% | +3.4% |
| All | +26.3% | +33.4% | -7.0% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling