+208.8%
WELL vs AIG
+53.4%
+155.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.7% |
| 7D | -1.1% | -1.4% | +0.3% | -0.8% |
| 30D | +0.7% | -3.3% | +4.1% | +1.6% |
| 3M | +14.5% | +2.2% | +12.3% | +13.8% |
| 6M | +14.4% | -2.1% | +16.5% | +14.8% |
| YTD | +28.5% | -11.2% | +39.7% | +32.0% |
| 1Y | +41.8% | -2.1% | +43.9% | +41.3% |
| 3Y | +202.8% | +34.4% | +168.4% | +171.7% |
| 5Y | +208.8% | +53.7% | +155.1% | +161.7% |
| All | +208.8% | +53.4% | +155.4% | +161.7% |
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