+411.1%
PWR vs AIG
+59.1%
+352.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | +11.3% | +6.6% | +4.7% | +9.2% |
| 30D | -8.9% | +7.0% | -15.9% | -11.0% |
| 3M | -10.5% | +9.7% | -20.2% | -13.4% |
| 6M | -22.2% | +10.8% | -33.0% | -25.5% |
| YTD | +42.7% | -1.3% | +44.0% | +42.0% |
| 1Y | +41.1% | +8.4% | +32.8% | +34.7% |
| 3Y | +242.7% | +39.0% | +203.7% | +187.1% |
| All | +411.1% | +59.1% | +352.0% | +292.2% |
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