+49.3%
SW vs AIG
+36.2%
+13.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.1% |
| 7D | +4.7% | -0.6% | +5.3% | +4.9% |
| 30D | +5.0% | +7.7% | -2.7% | +2.0% |
| 3M | -7.3% | +1.7% | -9.0% | -8.0% |
| 6M | +15.0% | +4.5% | +10.5% | +12.8% |
| YTD | +18.5% | -3.6% | +22.1% | +19.0% |
| 1Y | +27.1% | +8.7% | +18.5% | +22.2% |
| All | +49.3% | +36.2% | +13.1% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling