+755.0%
SW vs AIG
-82.0%
+837.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | -5.1% | -0.9% | -4.2% | -5.1% |
| 30D | -4.6% | -4.9% | +0.3% | -4.4% |
| 3M | +9.4% | +4.5% | +4.9% | +9.2% |
| 6M | +3.5% | -1.4% | +5.0% | +3.6% |
| YTD | +22.0% | -9.8% | +31.8% | +22.5% |
| 1Y | +2.2% | -4.5% | +6.7% | +2.4% |
| 3Y | +19.6% | +37.4% | -17.9% | +18.2% |
| 5Y | -2.3% | +55.0% | -57.3% | -4.0% |
| 10Y | +181.4% | +63.7% | +117.7% | +173.1% |
| All | +755.0% | -82.0% | +837.0% | +711.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling