+117.8%
EW vs AIG
+66.2%
+51.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | -6.2% | -1.2% | -5.0% | -5.8% |
| 30D | -9.3% | -1.1% | -8.3% | -9.1% |
| 3M | -1.6% | +0.7% | -2.3% | -2.0% |
| 6M | -0.8% | -2.2% | +1.3% | -0.5% |
| YTD | -1.0% | -10.8% | +9.8% | +1.8% |
| 1Y | +8.2% | -2.0% | +10.2% | +7.8% |
| 3Y | +12.7% | +34.8% | -22.1% | +1.0% |
| 5Y | -30.2% | +55.0% | -85.2% | -41.4% |
| All | +117.8% | +66.2% | +51.6% | +50.9% |
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