+34.8%
AIG vs WY
-24.8%
+59.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.2% | -4.2% | +3.0% | -0.1% |
| 30D | -1.1% | -10.1% | +9.0% | +1.5% |
| 3M | +0.7% | -8.5% | +9.2% | +2.6% |
| 6M | -2.2% | -3.3% | +1.2% | -2.0% |
| YTD | -10.8% | -4.4% | -6.4% | -10.7% |
| 1Y | -2.0% | -11.5% | +9.5% | +0.2% |
| 3Y | +34.8% | -24.3% | +59.2% | +43.4% |
| All | +34.8% | -24.8% | +59.6% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling