+54.4%
AIG vs WAT
-5.3%
+59.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -2.4% | -2.9% | +0.5% | -1.8% |
| 30D | -2.9% | -3.2% | +0.3% | -2.4% |
| 3M | +0.8% | +10.6% | -9.8% | -1.4% |
| 6M | -2.7% | +34.0% | -36.7% | -9.2% |
| YTD | -11.2% | +5.7% | -16.9% | -13.1% |
| 1Y | -1.5% | +37.1% | -38.6% | -9.5% |
| 3Y | +34.4% | +52.4% | -18.0% | +14.5% |
| 5Y | +54.4% | -4.4% | +58.8% | +38.1% |
| All | +54.4% | -5.3% | +59.7% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling