+1,654.8%
WULF vs AIG
-51.2%
+1,706.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | -0.6% | -2.4% | +1.8% | -0.4% |
| 30D | -3.6% | -2.9% | -0.7% | -3.4% |
| 3M | -30.4% | +0.8% | -31.2% | -30.6% |
| 6M | +12.5% | -2.7% | +15.1% | +12.5% |
| YTD | +40.5% | -11.2% | +51.7% | +41.4% |
| 1Y | +53.0% | -1.5% | +54.5% | +52.5% |
| 3Y | +796.7% | +34.4% | +762.3% | +771.7% |
| 5Y | -30.9% | +54.4% | -85.3% | -33.3% |
| 10Y | +76.1% | +64.4% | +11.7% | +66.8% |
| All | +1,654.8% | -51.2% | +1,706.0% | +1,351.4% |
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