+64.2%
AIG vs NWSA
+149.4%
-85.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.2% | -2.8% | +1.6% | +0.2% |
| 30D | -1.1% | +3.0% | -4.1% | -2.5% |
| 3M | +0.7% | +12.3% | -11.6% | -5.3% |
| 6M | -2.2% | +21.9% | -24.0% | -12.0% |
| YTD | -10.8% | +13.6% | -24.4% | -17.5% |
| 1Y | -2.0% | +0.5% | -2.5% | -4.0% |
| 3Y | +34.8% | +43.8% | -8.9% | +6.8% |
| 5Y | +55.0% | +41.2% | +13.9% | +19.3% |
| All | +64.2% | +149.4% | -85.2% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling