+54.4%
AIG vs IWD
+72.6%
-18.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +1.1% |
| 7D | -1.4% | -1.2% | -0.3% | -0.2% |
| 30D | -3.3% | -1.6% | -1.7% | -1.6% |
| 3M | +2.2% | +7.0% | -4.8% | -5.3% |
| 6M | -2.1% | +17.0% | -19.1% | -18.0% |
| YTD | -11.2% | +21.6% | -32.8% | -29.1% |
| 1Y | -2.1% | +28.0% | -30.1% | -26.4% |
| 3Y | +34.4% | +70.6% | -36.2% | -29.3% |
| All | +54.4% | +72.6% | -18.2% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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