+177.1%
W vs AIG
+39.5%
+137.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -7.4% | +1.4% | -8.8% | -8.0% |
| 30D | +7.8% | +6.6% | +1.2% | +4.8% |
| 3M | +10.9% | +7.9% | +3.0% | +7.2% |
| 6M | +86.4% | +10.4% | +76.1% | +77.6% |
| YTD | +14.0% | -1.3% | +15.3% | +14.4% |
| 1Y | +3.5% | +11.5% | -8.0% | -3.8% |
| All | +177.1% | +39.5% | +137.6% | +168.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling