+47.9%
SW vs AIG
+30.9%
+17.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | +0.6% |
| 7D | +2.3% | -5.1% | +7.4% | +4.4% |
| 30D | +6.8% | +2.8% | +4.0% | +5.7% |
| 3M | -5.2% | -2.1% | -3.1% | -4.5% |
| 6M | +7.4% | +1.4% | +6.0% | +6.6% |
| YTD | +17.4% | -7.4% | +24.8% | +19.7% |
| 1Y | +27.1% | +4.4% | +22.7% | +24.1% |
| 3Y | +47.9% | +30.0% | +17.9% | +51.8% |
| All | +47.9% | +30.9% | +17.0% | +51.8% |
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