+150.6%
AIG vs CDW
+1,030.0%
-879.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.6% |
| 7D | +6.6% | +9.3% | -2.8% | +2.6% |
| 30D | +7.0% | +14.4% | -7.3% | +0.4% |
| 3M | +9.7% | +21.4% | -11.7% | -0.8% |
| 6M | +10.8% | +72.8% | -62.0% | -16.9% |
| YTD | -1.3% | +28.0% | -29.3% | -17.2% |
| 1Y | +8.4% | +19.3% | -11.0% | -6.0% |
| 3Y | +39.0% | -15.3% | +54.3% | +36.3% |
| 5Y | +59.6% | -3.8% | +63.4% | +41.7% |
| 10Y | +68.4% | +318.5% | -250.1% | -22.4% |
| All | +150.6% | +1,030.0% | -879.4% | -8.0% |
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