+228.3%
WELL vs AIG
+58.0%
+170.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.3% |
| 7D | +0.1% | +1.4% | -1.3% | -0.3% |
| 30D | +7.8% | +6.6% | +1.2% | +5.9% |
| 3M | +10.2% | +7.9% | +2.4% | +7.9% |
| 6M | +16.4% | +10.4% | +6.0% | +13.1% |
| YTD | +35.2% | -1.3% | +36.5% | +35.0% |
| 1Y | +30.5% | +11.5% | +19.0% | +25.7% |
| 3Y | +206.1% | +38.8% | +167.3% | +171.7% |
| 5Y | +228.3% | +57.8% | +170.4% | +174.2% |
| All | +228.3% | +58.0% | +170.3% | +174.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling