-26.6%
OWL vs AIG
+6.0%
-32.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.7% |
| 7D | +10.1% | +2.3% | +7.8% | +9.6% |
| 30D | +18.7% | +8.8% | +10.0% | +17.0% |
| 3M | -6.2% | +3.7% | -9.9% | -6.9% |
| 6M | +9.8% | +6.8% | +3.0% | +8.5% |
| YTD | -24.2% | -2.6% | -21.5% | -25.6% |
| 1Y | -26.6% | +3.7% | -30.3% | -27.5% |
| All | -26.6% | +6.0% | -32.6% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling