+36.4%
EWZ vs AIG
-3.1%
+39.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.1% |
| 7D | +5.6% | -1.6% | +7.2% | +5.7% |
| 30D | +9.3% | -5.2% | +14.5% | +9.7% |
| 3M | +15.7% | +1.5% | +14.2% | +15.2% |
| 6M | +7.4% | -3.9% | +11.4% | +7.2% |
| YTD | +22.7% | -11.6% | +34.3% | +22.0% |
| 1Y | +36.4% | -2.9% | +39.3% | +37.4% |
| All | +36.4% | -3.1% | +39.5% | +37.4% |
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 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