+196.7%
W vs AIG
+108.1%
+88.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +0.2% | +6.6% | -6.4% | -3.5% |
| 30D | +6.8% | +7.0% | -0.2% | +2.8% |
| 3M | +10.7% | +9.7% | +1.0% | +4.9% |
| 6M | +86.3% | +10.8% | +75.5% | +74.5% |
| YTD | +11.5% | -1.3% | +12.7% | +10.2% |
| 1Y | +5.1% | +8.4% | -3.3% | -1.8% |
| 3Y | +171.0% | +39.0% | +132.0% | +116.6% |
| 5Y | -56.6% | +59.6% | -116.2% | -67.7% |
| 10Y | +213.4% | +68.4% | +145.0% | +76.6% |
| All | +196.7% | +108.1% | +88.6% | +40.3% |
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