+21,462.4%
SHW vs AIG
-14.1%
+21,476.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +1.9% | +6.6% | -4.7% | +0.9% |
| 30D | +8.1% | +7.0% | +1.0% | +6.9% |
| 3M | -2.8% | +9.7% | -12.5% | -4.2% |
| 6M | +15.0% | +10.8% | +4.2% | +13.1% |
| YTD | +9.0% | -1.3% | +10.3% | +9.0% |
| 1Y | +4.5% | +8.4% | -3.9% | +2.8% |
| 3Y | +41.9% | +39.0% | +2.8% | +33.7% |
| 5Y | +10.7% | +59.6% | -48.9% | +1.4% |
| 10Y | +340.4% | +68.4% | +271.9% | +284.0% |
| All | +21,462.4% | -14.1% | +21,476.5% | +11,418.2% |
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