+55.2%
EWT vs AIG
+6.0%
+49.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -0.9% |
| 7D | -10.9% | +2.3% | -13.2% | -10.5% |
| 30D | -17.7% | +8.8% | -26.5% | -16.5% |
| 3M | -5.0% | +3.7% | -8.7% | -4.1% |
| 6M | +7.4% | +6.8% | +0.6% | +9.2% |
| YTD | +52.8% | -2.6% | +55.5% | +54.0% |
| 1Y | +55.2% | +3.7% | +51.5% | +55.2% |
| All | +55.2% | +6.0% | +49.2% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling