+23.6%
SYY vs AIG
+53.2%
-29.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +3.9% | -1.2% | +5.1% | +4.4% |
| 30D | -1.7% | -1.1% | -0.7% | -1.4% |
| 3M | +5.2% | +0.7% | +4.5% | +4.8% |
| 6M | -0.2% | -2.2% | +2.0% | +0.2% |
| YTD | +15.4% | -10.8% | +26.2% | +19.4% |
| 1Y | +5.6% | -2.0% | +7.6% | +5.2% |
| 3Y | +28.9% | +34.8% | -6.0% | +11.8% |
| All | +23.6% | +53.2% | -29.6% | -4.2% |
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 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