+432.5%
EWZ vs AIG
-91.9%
+524.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +6.5% | -0.9% | +7.4% | +6.7% |
| 30D | +4.8% | -4.9% | +9.7% | +6.1% |
| 3M | +9.9% | +4.5% | +5.4% | +8.6% |
| 6M | +1.9% | -1.4% | +3.4% | +2.1% |
| YTD | +20.3% | -9.8% | +30.1% | +22.7% |
| 1Y | +35.6% | -4.5% | +40.1% | +36.1% |
| 3Y | +43.4% | +37.4% | +6.0% | +31.1% |
| 5Y | +55.9% | +55.0% | +1.0% | +37.1% |
| 10Y | +84.2% | +63.7% | +20.5% | +54.8% |
| All | +432.5% | -91.9% | +524.4% | +523.1% |
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