+57.8%
EWZ vs AIG
+47.6%
+10.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.8% |
| 7D | -1.5% | -5.1% | +3.6% | -0.1% |
| 30D | -24.5% | +2.8% | -27.3% | -25.2% |
| 3M | -10.7% | -2.1% | -8.6% | -10.3% |
| 6M | -19.1% | +1.4% | -20.5% | -19.8% |
| YTD | +1.6% | -7.4% | +9.0% | +3.2% |
| 1Y | +4.3% | +4.4% | -0.1% | +1.9% |
| 3Y | +19.0% | +30.0% | -11.0% | +5.5% |
| All | +57.8% | +47.6% | +10.2% | +31.9% |
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 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