+18,665.9%
WELL vs AIG
-21.5%
+18,687.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.9% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | -0.1% | -4.9% | +4.8% | +0.8% |
| 3M | +18.0% | +4.5% | +13.6% | +17.1% |
| 6M | +15.0% | -1.4% | +16.4% | +15.2% |
| YTD | +28.6% | -9.8% | +38.4% | +30.6% |
| 1Y | +42.9% | -4.5% | +47.4% | +43.4% |
| 3Y | +203.0% | +37.4% | +165.6% | +184.0% |
| 5Y | +206.9% | +55.0% | +151.9% | +179.2% |
| 10Y | +339.5% | +63.7% | +275.8% | +286.2% |
| All | +18,665.9% | -21.5% | +18,687.4% | +14,490.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling