+34.8%
AIG vs WAB
+167.4%
-132.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -1.1% | -4.1% | +3.0% | 0.0% |
| 3M | +0.7% | +8.2% | -7.5% | -2.1% |
| 6M | -2.2% | +15.4% | -17.6% | -7.5% |
| YTD | -10.8% | +33.1% | -44.0% | -20.1% |
| 1Y | -2.0% | +48.1% | -50.1% | -15.9% |
| 3Y | +34.8% | +167.7% | -132.9% | -15.7% |
| All | +34.8% | +167.4% | -132.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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