+21.5%
SW vs AIG
+6.2%
+15.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.8% |
| 7D | +12.1% | +2.3% | +9.8% | +11.6% |
| 30D | +6.6% | +8.8% | -2.2% | +5.4% |
| 3M | -6.0% | +3.7% | -9.7% | -6.4% |
| 6M | +21.5% | +6.8% | +14.7% | +22.7% |
| All | +21.5% | +6.2% | +15.3% | +22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling