-29.4%
EW vs AIG
+53.4%
-82.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -5.1% | -1.4% | -3.7% | -4.8% |
| 30D | -6.4% | -3.3% | -3.0% | -5.6% |
| 3M | -1.6% | +2.2% | -3.7% | -2.2% |
| 6M | +2.3% | -2.1% | +4.4% | +2.5% |
| YTD | +1.1% | -11.2% | +12.3% | +3.7% |
| 1Y | +8.0% | -2.1% | +10.1% | +7.6% |
| 3Y | +16.3% | +34.4% | -18.0% | +6.2% |
| 5Y | -29.4% | +53.7% | -83.1% | -38.7% |
| All | -29.4% | +53.4% | -82.8% | -38.7% |
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