-22.1%
WULF vs AIG
+6.0%
-28.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.5% | -8.1% | -5.7% |
| 7D | -12.8% | +2.3% | -15.1% | -11.4% |
| 30D | -20.9% | +8.8% | -29.7% | -17.1% |
| 3M | -38.0% | +3.7% | -41.7% | -36.4% |
| 6M | -47.5% | +6.8% | -54.3% | -44.7% |
| YTD | +1.8% | -2.6% | +4.5% | +4.4% |
| 1Y | -22.1% | +3.7% | -25.8% | -19.5% |
| All | -22.1% | +6.0% | -28.0% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling