+155.2%
W vs AIG
+66.2%
+89.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -0.9% | -1.2% | +0.3% | -0.2% |
| 30D | -4.2% | -1.1% | -3.2% | -3.7% |
| 3M | +26.9% | +0.7% | +26.2% | +25.7% |
| 6M | +31.2% | -2.2% | +33.4% | +31.9% |
| YTD | -1.8% | -10.8% | +9.0% | +3.0% |
| 1Y | +9.3% | -2.0% | +11.3% | +7.3% |
| 3Y | +33.2% | +34.8% | -1.6% | +7.7% |
| 5Y | -62.4% | +55.0% | -117.4% | -71.5% |
| All | +155.2% | +66.2% | +89.1% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling