+280.4%
SHW vs AIG
+66.2%
+214.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -3.1% | -1.2% | -2.0% | -2.7% |
| 30D | -10.0% | -1.1% | -9.0% | -9.7% |
| 3M | +2.3% | +0.7% | +1.6% | +1.9% |
| 6M | +0.7% | -2.2% | +2.8% | +1.2% |
| YTD | +0.5% | -10.8% | +11.3% | +3.7% |
| 1Y | -11.5% | -2.0% | -9.5% | -11.7% |
| 3Y | +21.3% | +34.8% | -13.5% | +8.3% |
| 5Y | +12.5% | +55.0% | -42.5% | -5.8% |
| All | +280.4% | +66.2% | +214.3% | +161.7% |
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