+11.4%
WBD vs AIG
+66.2%
-54.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -0.7% | -1.2% | +0.4% | -0.2% |
| 30D | +1.4% | -1.1% | +2.5% | +1.9% |
| 3M | +4.4% | +0.7% | +3.7% | +3.6% |
| 6M | +0.8% | -2.2% | +3.0% | +1.0% |
| YTD | -2.7% | -10.8% | +8.1% | +1.6% |
| 1Y | +73.4% | -2.0% | +75.4% | +71.9% |
| 3Y | +142.1% | +34.8% | +107.3% | +103.8% |
| 5Y | +7.2% | +55.0% | -47.8% | -16.1% |
| All | +11.4% | +66.2% | -54.8% | -26.5% |
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