+469.4%
PWR vs AIG
+53.2%
+416.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +5.0% |
| 7D | +4.2% | -1.2% | +5.3% | +4.6% |
| 30D | -4.0% | -1.1% | -3.0% | -3.8% |
| 3M | -4.8% | +0.7% | -5.5% | -5.6% |
| 6M | +14.6% | -2.2% | +16.8% | +14.5% |
| YTD | +54.2% | -10.8% | +65.1% | +58.9% |
| 1Y | +67.1% | -2.0% | +69.1% | +64.5% |
| 3Y | +218.5% | +34.8% | +183.6% | +169.5% |
| All | +469.4% | +53.2% | +416.3% | +344.0% |
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 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