+743.1%
SW vs AIG
-80.5%
+823.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +4.0% |
| 7D | +12.1% | +2.3% | +9.8% | +11.9% |
| 30D | +6.6% | +8.8% | -2.2% | +6.2% |
| 3M | -6.0% | +3.7% | -9.7% | -6.2% |
| 6M | +21.5% | +6.8% | +14.7% | +21.1% |
| YTD | +20.3% | -2.6% | +23.0% | +20.4% |
| 1Y | +28.1% | +3.7% | +24.4% | +27.9% |
| 3Y | +51.6% | +37.1% | +14.5% | +49.8% |
| 5Y | -0.1% | +51.7% | -51.8% | -1.8% |
| 10Y | +189.7% | +83.3% | +106.5% | +180.2% |
| All | +743.1% | -80.5% | +823.6% | +698.0% |
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