+8,589.7%
PWR vs AIG
-84.4%
+8,674.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.4% | +2.8% |
| 7D | +4.5% | -1.6% | +6.1% | +4.9% |
| 30D | -4.9% | -5.2% | +0.3% | -3.8% |
| 3M | -7.9% | +1.5% | -9.3% | -8.5% |
| 6M | +18.3% | -3.9% | +22.3% | +18.8% |
| YTD | +51.5% | -11.6% | +63.1% | +54.4% |
| 1Y | +70.3% | -2.9% | +73.2% | +69.5% |
| 3Y | +210.6% | +33.7% | +176.9% | +187.5% |
| 5Y | +456.7% | +52.7% | +404.0% | +397.1% |
| 10Y | +2,396.1% | +62.6% | +2,333.5% | +2,031.4% |
| All | +8,589.7% | -84.4% | +8,674.1% | +8,905.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling