+591.5%
EWT vs AIG
-91.6%
+683.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +2.1% | -1.4% | +3.6% | +2.4% |
| 30D | +9.4% | -3.3% | +12.7% | +10.0% |
| 3M | +10.9% | +2.2% | +8.7% | +10.2% |
| 6M | +57.9% | -2.1% | +60.1% | +58.0% |
| YTD | +75.9% | -11.2% | +87.1% | +78.6% |
| 1Y | +89.7% | -2.1% | +91.8% | +89.1% |
| 3Y | +200.9% | +34.4% | +166.5% | +182.7% |
| 5Y | +154.5% | +53.7% | +100.8% | +131.7% |
| 10Y | +520.8% | +64.4% | +456.4% | +434.3% |
| All | +591.5% | -91.6% | +683.1% | +787.4% |
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