+54.4%
AIG vs ARWR
+26.4%
+28.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -2.4% | -4.3% | +1.9% | -2.1% |
| 30D | -2.9% | -7.3% | +4.3% | -2.5% |
| 3M | +0.8% | +17.0% | -16.2% | -0.5% |
| 6M | -2.7% | +39.8% | -42.5% | -5.4% |
| YTD | -11.2% | +24.7% | -35.9% | -13.2% |
| 1Y | -1.5% | +186.5% | -188.0% | -10.5% |
| 3Y | +34.4% | +176.8% | -142.4% | +16.9% |
| 5Y | +54.4% | +29.3% | +25.1% | +37.1% |
| All | +54.4% | +26.4% | +28.1% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling