+53.1%
AIG vs WYNN
-11.0%
+64.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -1.2% | -4.2% | +3.0% | -0.3% |
| 30D | -1.1% | -14.6% | +13.6% | +2.1% |
| 3M | +0.7% | -18.4% | +19.1% | +4.8% |
| 6M | -2.2% | -11.9% | +9.7% | -0.1% |
| YTD | -10.8% | -26.6% | +15.7% | -5.6% |
| 1Y | -2.0% | -28.5% | +26.5% | +3.7% |
| 3Y | +34.8% | -5.1% | +40.0% | +29.4% |
| All | +53.1% | -11.0% | +64.1% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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