+442.3%
WELL vs AIG
+67.5%
+374.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.4% |
| 7D | +0.1% | +6.6% | -6.5% | -2.9% |
| 30D | +5.7% | +7.0% | -1.4% | +2.3% |
| 3M | +4.6% | +9.7% | -5.1% | -0.1% |
| 6M | +11.9% | +10.8% | +1.1% | +6.1% |
| YTD | +33.6% | -1.3% | +34.9% | +32.9% |
| 1Y | +29.8% | +8.4% | +21.4% | +23.0% |
| 3Y | +202.2% | +39.0% | +163.2% | +145.9% |
| 5Y | +223.2% | +59.6% | +163.6% | +134.7% |
| All | +442.3% | +67.5% | +374.8% | +162.8% |
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