-63.5%
AIG vs WAB
+4,056.8%
-4,120.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | -1.4% | +0.2% | -1.7% | -1.6% |
| 30D | -3.3% | -4.6% | +1.2% | -1.5% |
| 3M | +2.2% | +5.6% | -3.5% | -1.0% |
| 6M | -2.1% | +13.8% | -15.9% | -8.6% |
| YTD | -11.2% | +31.9% | -43.0% | -22.2% |
| 1Y | -2.1% | +48.3% | -50.4% | -18.6% |
| 3Y | +34.4% | +167.1% | -132.8% | -14.4% |
| 5Y | +53.7% | +222.9% | -169.2% | -9.9% |
| 10Y | +64.4% | +289.9% | -225.5% | -13.6% |
| All | -63.5% | +4,056.8% | -4,120.3% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling