+2.0%
RDW vs AIG
+108.5%
-106.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | +0.9% | -1.2% | +2.0% | +1.3% |
| 30D | -21.3% | -1.1% | -20.2% | -21.0% |
| 3M | -37.9% | +0.7% | -38.5% | -38.8% |
| 6M | +12.3% | -2.2% | +14.4% | +11.9% |
| YTD | +39.7% | -10.8% | +50.6% | +45.2% |
| 1Y | +25.7% | -2.0% | +27.7% | +22.6% |
| 3Y | +230.8% | +34.8% | +196.0% | +182.9% |
| 5Y | -8.8% | +55.0% | -63.8% | -25.4% |
| All | +2.0% | +108.5% | -106.5% | -19.5% |
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