+64.2%
AIG vs WEC
+146.6%
-82.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -1.1% | -2.6% | +1.6% | -0.1% |
| 3M | +0.7% | -6.0% | +6.7% | +2.8% |
| 6M | -2.2% | -5.4% | +3.3% | -0.5% |
| YTD | -10.8% | +2.5% | -13.3% | -12.0% |
| 1Y | -2.0% | -0.7% | -1.3% | -2.2% |
| 3Y | +34.8% | +38.7% | -3.9% | +18.3% |
| 5Y | +55.0% | +31.7% | +23.4% | +37.1% |
| All | +64.2% | +146.6% | -82.4% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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