+34.8%
AIG vs NWSA
+43.3%
-8.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.2% | -2.8% | +1.6% | -0.4% |
| 30D | -1.1% | +3.0% | -4.1% | -1.8% |
| 3M | +0.7% | +12.3% | -11.6% | -2.6% |
| 6M | -2.2% | +21.9% | -24.0% | -7.6% |
| YTD | -10.8% | +13.6% | -24.4% | -14.2% |
| 1Y | -2.0% | +0.5% | -2.5% | -2.3% |
| 3Y | +34.8% | +43.8% | -8.9% | +19.9% |
| All | +34.8% | +43.3% | -8.4% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling