+30.9%
OWL vs AIG
+117.5%
-86.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -10.1% | -1.2% | -9.0% | -9.6% |
| 30D | -11.9% | -1.1% | -10.9% | -11.5% |
| 3M | +10.7% | +0.7% | +10.0% | +10.0% |
| 6M | +22.1% | -2.2% | +24.3% | +22.9% |
| YTD | -24.8% | -10.8% | -14.0% | -21.0% |
| 1Y | -39.2% | -2.0% | -37.2% | -39.6% |
| 3Y | +1.7% | +34.8% | -33.1% | -14.1% |
| 5Y | -15.5% | +55.0% | -70.5% | -32.1% |
| All | +30.9% | +117.5% | -86.6% | +3.8% |
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