+92.6%
EWZ vs AIG
+63.9%
+28.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | -0.1% | -1.4% | +1.4% | +0.6% |
| 30D | +8.2% | -3.3% | +11.5% | +9.7% |
| 3M | +13.3% | +2.2% | +11.1% | +11.8% |
| 6M | +3.6% | -2.1% | +5.7% | +4.0% |
| YTD | +21.0% | -11.2% | +32.2% | +26.2% |
| 1Y | +34.7% | -2.1% | +36.8% | +33.6% |
| 3Y | +48.3% | +34.4% | +13.9% | +23.8% |
| 5Y | +60.1% | +53.7% | +6.4% | +20.7% |
| 10Y | +92.6% | +64.4% | +28.2% | +9.9% |
| All | +92.6% | +63.9% | +28.7% | +9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling