+1,044.2%
AWK vs AIG
-84.8%
+1,129.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +0.1% | +6.6% | -6.4% | -0.4% |
| 30D | +14.3% | +7.0% | +7.3% | +13.6% |
| 3M | +10.3% | +9.7% | +0.6% | +9.4% |
| 6M | +18.9% | +10.8% | +8.1% | +17.9% |
| YTD | +17.7% | -1.3% | +19.0% | +17.6% |
| 1Y | +16.9% | +8.4% | +8.5% | +15.8% |
| 3Y | +32.2% | +39.0% | -6.8% | +27.9% |
| 5Y | -2.2% | +59.6% | -61.8% | -6.8% |
| 10Y | +156.1% | +68.4% | +87.7% | +135.6% |
| All | +1,044.2% | -84.8% | +1,129.0% | +951.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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