+144.3%
IWM vs AIG
+66.9%
+77.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +2.8% | +2.0% | +0.7% | +1.8% |
| 30D | +0.6% | +6.3% | -5.7% | -2.2% |
| 3M | -7.8% | +9.2% | -16.9% | -11.5% |
| 6M | -1.0% | +9.5% | -10.5% | -5.5% |
| YTD | +13.9% | -1.6% | +15.5% | +13.2% |
| 1Y | +15.4% | +8.5% | +7.0% | +9.6% |
| 3Y | +70.2% | +38.3% | +31.9% | +42.7% |
| 5Y | +23.7% | +59.0% | -35.4% | -4.6% |
| All | +144.3% | +66.9% | +77.4% | +56.0% |
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