+349.8%
WELL vs AIG
+66.2%
+283.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -0.2% | -1.2% | +0.9% | +0.3% |
| 30D | +2.3% | -1.1% | +3.4% | +2.8% |
| 3M | +12.3% | +0.7% | +11.6% | +11.7% |
| 6M | +15.6% | -2.2% | +17.7% | +16.2% |
| YTD | +28.3% | -10.8% | +39.1% | +34.2% |
| 1Y | +41.9% | -2.0% | +43.9% | +40.8% |
| 3Y | +198.3% | +34.8% | +163.5% | +146.2% |
| 5Y | +206.4% | +55.0% | +151.4% | +124.2% |
| All | +349.8% | +66.2% | +283.6% | +124.4% |
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