-13.1%
OWL vs AIG
+52.4%
-65.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.5% |
| 7D | -6.4% | -1.4% | -4.9% | -5.5% |
| 30D | -5.0% | -3.3% | -1.7% | -3.1% |
| 3M | +15.4% | +2.2% | +13.2% | +13.5% |
| 6M | +15.5% | -2.1% | +17.6% | +16.2% |
| YTD | -22.7% | -11.2% | -11.5% | -17.9% |
| 1Y | -34.1% | -2.1% | -31.9% | -34.7% |
| 3Y | +5.1% | +34.4% | -29.3% | -15.9% |
| All | -13.1% | +52.4% | -65.5% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling