+8.7%
AIG vs WETO
-99.3%
+108.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.9% |
| 7D | -0.6% | +4.5% | -5.1% | -0.6% |
| 30D | +7.7% | -17.7% | +25.5% | +7.7% |
| 3M | +1.7% | -83.1% | +84.7% | +1.1% |
| 6M | +4.5% | -98.3% | +102.8% | +5.6% |
| YTD | -3.6% | -99.0% | +95.4% | +0.6% |
| 1Y | +8.7% | -99.3% | +107.9% | +14.2% |
| All | +8.7% | -99.3% | +108.0% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling