+163.6%
W vs AIG
+90.1%
+73.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +3.0% |
| 7D | -4.2% | -0.9% | -3.2% | -3.6% |
| 30D | -7.6% | -4.9% | -2.7% | -5.0% |
| 3M | +37.2% | +4.5% | +32.7% | +32.9% |
| 6M | +26.3% | -1.4% | +27.8% | +26.4% |
| YTD | -1.0% | -9.8% | +8.8% | +3.2% |
| 1Y | +20.1% | -4.5% | +24.6% | +19.6% |
| 3Y | +37.8% | +37.4% | +0.3% | +10.5% |
| 5Y | -63.7% | +55.0% | -118.6% | -72.4% |
| 10Y | +156.3% | +63.7% | +92.7% | +47.3% |
| All | +163.6% | +90.1% | +73.5% | +31.3% |
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