+6,438.2%
EW vs AIG
-90.8%
+6,529.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.2% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | +1.0% | -4.9% | +5.9% | +1.6% |
| 3M | +2.8% | +4.5% | -1.7% | +2.2% |
| 6M | +5.5% | -1.4% | +6.9% | +5.5% |
| YTD | +5.5% | -9.8% | +15.3% | +6.5% |
| 1Y | +11.0% | -4.5% | +15.6% | +11.3% |
| 3Y | +17.7% | +37.4% | -19.7% | +13.1% |
| 5Y | -25.7% | +55.0% | -80.7% | -30.0% |
| 10Y | +132.8% | +63.7% | +69.1% | +111.7% |
| All | +6,438.2% | -90.8% | +6,529.0% | +7,325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling