-2.3%
SW vs AIG
+54.7%
-57.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | -5.1% | -0.9% | -4.2% | -4.8% |
| 30D | -4.6% | -4.9% | +0.3% | -3.0% |
| 3M | +9.4% | +4.5% | +4.9% | +7.6% |
| 6M | +3.5% | -1.4% | +5.0% | +3.8% |
| YTD | +22.0% | -9.8% | +31.8% | +25.5% |
| 1Y | +2.2% | -4.5% | +6.7% | +3.1% |
| 3Y | +19.6% | +37.4% | -17.9% | +8.4% |
| All | -2.3% | +54.7% | -57.0% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling