+271.2%
EW vs AIG
+67.5%
+203.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +4.9% | +6.6% | -1.7% | +2.9% |
| 30D | +23.9% | +7.0% | +16.9% | +21.4% |
| 3M | +15.8% | +9.7% | +6.1% | +12.5% |
| 6M | +31.7% | +10.8% | +20.9% | +27.2% |
| YTD | +25.7% | -1.3% | +27.0% | +25.3% |
| 1Y | +24.4% | +8.4% | +16.1% | +20.4% |
| 3Y | +65.9% | +39.0% | +26.9% | +47.2% |
| 5Y | -7.6% | +59.6% | -67.2% | -23.1% |
| All | +271.2% | +67.5% | +203.7% | +152.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling