+53.1%
AIG vs NWSA
+40.0%
+13.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.2% | -2.8% | +1.6% | -0.1% |
| 30D | -1.1% | +3.0% | -4.1% | -2.2% |
| 3M | +0.7% | +12.3% | -11.6% | -3.8% |
| 6M | -2.2% | +21.9% | -24.0% | -9.6% |
| YTD | -10.8% | +13.6% | -24.4% | -15.8% |
| 1Y | -2.0% | +0.5% | -2.5% | -3.1% |
| 3Y | +34.8% | +43.8% | -8.9% | +12.4% |
| All | +53.1% | +40.0% | +13.1% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling