+5.1%
W vs AIG
+8.7%
-3.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +0.2% | +6.6% | -6.4% | -0.6% |
| 30D | +6.8% | +7.0% | -0.2% | +6.3% |
| 3M | +10.7% | +9.7% | +1.0% | +10.0% |
| 6M | +86.3% | +10.8% | +75.5% | +85.9% |
| YTD | +11.5% | -1.3% | +12.7% | +10.0% |
| 1Y | +5.1% | +8.4% | -3.3% | +2.2% |
| All | +5.1% | +8.7% | -3.6% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling