+182.7%
AIG vs BAH
+876.9%
-694.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -1.6% | -4.3% | +2.8% | -0.4% |
| 30D | -5.2% | -4.5% | -0.7% | -4.1% |
| 3M | +1.5% | -7.6% | +9.1% | +3.1% |
| 6M | -3.9% | -10.6% | +6.7% | -2.0% |
| YTD | -11.6% | -12.6% | +1.0% | -10.5% |
| 1Y | -2.9% | -27.0% | +24.1% | +3.3% |
| 3Y | +33.7% | -31.5% | +65.2% | +37.6% |
| 5Y | +52.7% | -3.8% | +56.5% | +36.0% |
| 10Y | +62.6% | +183.9% | -121.3% | +0.3% |
| All | +182.7% | +876.9% | -694.2% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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