+2,521.4%
PWR vs AIG
+66.2%
+2,455.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +5.0% |
| 7D | +4.2% | -1.2% | +5.3% | +4.7% |
| 30D | -4.0% | -1.1% | -3.0% | -3.7% |
| 3M | -4.8% | +0.7% | -5.5% | -5.7% |
| 6M | +14.6% | -2.2% | +16.8% | +14.5% |
| YTD | +54.2% | -10.8% | +65.1% | +59.5% |
| 1Y | +67.1% | -2.0% | +69.1% | +64.2% |
| 3Y | +218.5% | +34.8% | +183.6% | +165.8% |
| 5Y | +466.3% | +55.0% | +411.2% | +329.9% |
| All | +2,521.4% | +66.2% | +2,455.3% | +1,551.0% |
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