+149.4%
EWT vs AIG
+53.2%
+96.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -1.1% | -1.2% | 0.0% | -0.9% |
| 30D | +4.5% | -1.1% | +5.5% | +4.7% |
| 3M | +8.3% | +0.7% | +7.6% | +7.7% |
| 6M | +54.2% | -2.2% | +56.4% | +54.2% |
| YTD | +74.6% | -10.8% | +85.4% | +78.5% |
| 1Y | +84.9% | -2.0% | +86.9% | +83.6% |
| 3Y | +197.5% | +34.8% | +162.7% | +166.1% |
| All | +149.4% | +53.2% | +96.3% | +110.0% |
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