+124.4%
AIG vs CDW
+851.1%
-726.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.2% | +0.2% |
| 7D | -1.6% | -3.9% | +2.3% | 0.0% |
| 30D | -5.2% | +6.9% | -12.1% | -8.5% |
| 3M | +1.5% | +7.7% | -6.2% | -3.6% |
| 6M | -3.9% | +18.3% | -22.3% | -15.4% |
| YTD | -11.6% | +7.8% | -19.4% | -19.3% |
| 1Y | -2.9% | -12.2% | +9.2% | -2.7% |
| 3Y | +33.7% | -28.9% | +62.7% | +43.0% |
| 5Y | +52.7% | -22.8% | +75.4% | +51.3% |
| 10Y | +62.6% | +266.1% | -203.5% | -19.6% |
| All | +124.4% | +851.1% | -726.7% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CDW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling