+4,350.1%
SYY vs AIG
-22.8%
+4,372.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -0.2% | -1.4% | +1.2% | 0.0% |
| 30D | -2.7% | -3.3% | +0.6% | -2.2% |
| 3M | +5.9% | +2.2% | +3.7% | +5.4% |
| 6M | -2.3% | -2.1% | -0.2% | -2.1% |
| YTD | +13.1% | -11.2% | +24.3% | +15.1% |
| 1Y | +3.8% | -2.1% | +5.9% | +3.7% |
| 3Y | +26.7% | +34.4% | -7.6% | +19.5% |
| 5Y | +19.4% | +53.7% | -34.3% | +9.4% |
| 10Y | +112.0% | +64.4% | +47.6% | +87.9% |
| All | +4,350.1% | -22.8% | +4,372.8% | +1,847.7% |
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