+358.7%
EWZ vs AIG
-91.4%
+450.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.4% |
| 7D | +1.4% | -3.4% | +4.8% | +2.2% |
| 30D | -25.1% | +3.4% | -28.5% | -25.7% |
| 3M | -7.7% | +1.7% | -9.5% | -8.2% |
| 6M | -15.8% | +5.7% | -21.5% | -17.2% |
| YTD | +3.6% | -5.1% | +8.7% | +4.3% |
| 1Y | +5.5% | +6.1% | -0.6% | +3.3% |
| 3Y | +22.1% | +35.5% | -13.3% | +11.9% |
| 5Y | +58.3% | +51.9% | +6.4% | +39.7% |
| 10Y | +50.3% | +68.2% | -17.9% | +25.2% |
| All | +358.7% | -91.4% | +450.1% | +429.7% |
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