+25.6%
SW vs AIG
+8.7%
+16.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -1.1% |
| 7D | -2.9% | +6.6% | -9.5% | -5.9% |
| 30D | +5.0% | +7.0% | -2.0% | +1.6% |
| 3M | -13.7% | +9.7% | -23.4% | -17.5% |
| 6M | +8.0% | +10.8% | -2.8% | +2.3% |
| YTD | +14.0% | -1.3% | +15.2% | +10.9% |
| 1Y | +25.6% | +8.4% | +17.3% | +14.9% |
| All | +25.6% | +8.7% | +16.9% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling