+182.7%
SW vs AIG
+71.9%
+110.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.1% |
| 7D | +2.3% | -5.1% | +7.4% | +3.4% |
| 30D | +6.8% | +2.8% | +4.0% | +6.2% |
| 3M | -5.2% | -2.1% | -3.1% | -4.8% |
| 6M | +7.4% | +1.4% | +6.0% | +7.0% |
| YTD | +17.4% | -7.4% | +24.8% | +18.9% |
| 1Y | +27.1% | +4.4% | +22.7% | +25.8% |
| 3Y | +47.9% | +30.0% | +17.9% | +40.5% |
| 5Y | -2.6% | +47.9% | -50.4% | -10.4% |
| All | +182.7% | +71.9% | +110.8% | +160.5% |
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 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