+808.3%
IWM vs AIG
-91.4%
+899.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | -1.3% | -4.9% | +3.6% | -0.3% |
| 3M | +1.6% | +4.5% | -2.9% | +0.5% |
| 6M | +13.6% | -1.4% | +15.0% | +13.6% |
| YTD | +20.8% | -9.8% | +30.5% | +22.8% |
| 1Y | +26.4% | -4.5% | +30.9% | +26.8% |
| 3Y | +60.7% | +37.4% | +23.2% | +49.2% |
| 5Y | +38.2% | +55.0% | -16.8% | +24.8% |
| 10Y | +169.5% | +63.7% | +105.8% | +132.8% |
| All | +808.3% | -91.4% | +899.7% | +1,075.0% |
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 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