+64.2%
AIG vs WAT
+170.9%
-106.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.2% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -1.1% | -1.9% | +0.8% | -0.5% |
| 3M | +0.7% | +13.5% | -12.8% | -4.0% |
| 6M | -2.2% | +37.2% | -39.4% | -13.8% |
| YTD | -10.8% | +7.5% | -18.3% | -14.7% |
| 1Y | -2.0% | +35.0% | -37.0% | -14.5% |
| 3Y | +34.8% | +55.1% | -20.2% | +3.0% |
| 5Y | +55.0% | -2.8% | +57.9% | +45.1% |
| All | +64.2% | +170.9% | -106.8% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling