+64.2%
AIG vs ARWR
+1,081.9%
-1,017.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.2% | -4.0% | +2.9% | -0.8% |
| 30D | -1.1% | -5.0% | +4.0% | -0.7% |
| 3M | +0.7% | +11.3% | -10.7% | -0.6% |
| 6M | -2.2% | +42.6% | -44.8% | -5.9% |
| YTD | -10.8% | +24.8% | -35.6% | -13.5% |
| 1Y | -2.0% | +178.8% | -180.8% | -12.5% |
| 3Y | +34.8% | +183.3% | -148.5% | +14.8% |
| 5Y | +55.0% | +29.5% | +25.6% | +37.9% |
| All | +64.2% | +1,081.9% | -1,017.7% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling