-24.8%
ETHA vs AIG
+6.0%
-30.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.3% | +5.8% |
| 7D | +2.1% | +2.3% | -0.2% | +2.3% |
| 30D | -10.7% | +8.8% | -19.5% | -10.2% |
| 3M | +29.0% | +3.7% | +25.3% | +29.3% |
| 6M | +2.7% | +6.8% | -4.1% | +3.6% |
| YTD | -18.7% | -2.6% | -16.0% | -21.3% |
| 1Y | -24.8% | +3.7% | -28.6% | -26.3% |
| All | -24.8% | +6.0% | -30.8% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling