+129.0%
AIG vs CDW
+903.1%
-774.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -0.9% | +3.2% | -4.1% | -2.3% |
| 30D | -4.9% | +9.3% | -14.2% | -9.0% |
| 3M | +4.5% | +9.8% | -5.3% | -1.6% |
| 6M | -1.4% | +23.3% | -24.8% | -14.7% |
| YTD | -9.8% | +13.7% | -23.4% | -19.4% |
| 1Y | -4.5% | -6.5% | +1.9% | -7.0% |
| 3Y | +37.4% | -25.2% | +62.7% | +43.9% |
| 5Y | +55.0% | -19.5% | +74.5% | +51.1% |
| 10Y | +63.7% | +285.8% | -222.1% | -20.8% |
| All | +129.0% | +903.1% | -774.2% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling