+102.7%
AIG vs TW
+211.2%
-108.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -3.3% | -0.6% | -2.7% | -3.2% |
| 3M | +2.2% | +3.4% | -1.2% | +0.5% |
| 6M | -2.1% | -18.4% | +16.3% | +3.7% |
| YTD | -11.2% | -3.9% | -7.3% | -11.4% |
| 1Y | -2.1% | -13.3% | +11.2% | +0.9% |
| 3Y | +34.4% | +20.8% | +13.5% | +20.1% |
| 5Y | +53.7% | +20.3% | +33.4% | +34.1% |
| All | +102.7% | +211.2% | -108.5% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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