+297.7%
AIG vs GWRE
+741.3%
-443.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -1.2% | -13.2% | +12.1% | +1.6% |
| 30D | -1.1% | -18.6% | +17.5% | +2.2% |
| 3M | +0.7% | +18.9% | -18.2% | -4.3% |
| 6M | -2.2% | -11.0% | +8.8% | -2.7% |
| YTD | -10.8% | -29.9% | +19.1% | -7.2% |
| 1Y | -2.0% | -44.3% | +42.3% | +7.2% |
| 3Y | +34.8% | +51.7% | -16.8% | +11.4% |
| 5Y | +55.0% | +15.4% | +39.6% | +33.7% |
| 10Y | +65.1% | +129.4% | -64.4% | +16.6% |
| All | +297.7% | +741.3% | -443.6% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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