+97.9%
EWT vs AIG
-4.5%
+102.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.8% |
| 7D | +4.0% | -0.9% | +4.9% | +3.9% |
| 30D | +10.3% | -4.9% | +15.2% | +9.8% |
| 3M | +6.1% | +4.5% | +1.6% | +6.0% |
| 6M | +56.6% | -1.4% | +58.1% | +56.7% |
| YTD | +76.6% | -9.8% | +86.4% | +76.0% |
| 1Y | +97.9% | -4.5% | +102.4% | +97.8% |
| All | +97.9% | -4.5% | +102.3% | +97.8% |
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