+23.7%
WULF vs AIG
-3.0%
+26.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -3.8% |
| 7D | +15.6% | -1.4% | +17.0% | +14.7% |
| 30D | +5.7% | -3.3% | +9.1% | +4.0% |
| 3M | -32.3% | +2.2% | -34.5% | -32.4% |
| 6M | +23.7% | -2.1% | +25.8% | +26.4% |
| All | +23.7% | -3.0% | +26.7% | +26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling