-24.8%
AIG vs WEC
+4,021.5%
-4,046.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.6% |
| 7D | -1.6% | +0.8% | -2.4% | -2.0% |
| 30D | -5.2% | +0.3% | -5.5% | -5.5% |
| 3M | +1.5% | -2.9% | +4.4% | +2.8% |
| 6M | -3.9% | -5.9% | +2.0% | -1.2% |
| YTD | -11.6% | +4.1% | -15.8% | -14.0% |
| 1Y | -2.9% | +3.1% | -6.1% | -5.3% |
| 3Y | +33.7% | +40.8% | -7.0% | +8.8% |
| 5Y | +52.7% | +31.7% | +21.0% | +25.9% |
| 10Y | +62.6% | +141.1% | -78.5% | -11.9% |
| All | -24.8% | +4,021.5% | -4,046.3% | -90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling