-7.4%
EW vs AIG
+58.0%
-65.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +6.5% | +1.4% | +5.1% | +6.1% |
| 30D | +22.5% | +6.6% | +15.9% | +20.4% |
| 3M | +13.0% | +7.9% | +5.1% | +10.7% |
| 6M | +37.1% | +10.4% | +26.7% | +33.3% |
| YTD | +24.1% | -1.3% | +25.4% | +23.9% |
| 1Y | +24.2% | +11.5% | +12.8% | +19.8% |
| 3Y | +64.8% | +38.8% | +26.0% | +48.7% |
| 5Y | -7.4% | +57.8% | -65.3% | -20.1% |
| All | -7.4% | +58.0% | -65.4% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling