+39.0%
AIG vs BAM
+89.3%
-50.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.4% | +1.0% |
| 7D | +1.4% | -2.9% | +4.3% | +2.0% |
| 30D | +6.6% | +14.7% | -8.1% | +3.4% |
| 3M | +7.9% | -4.1% | +12.0% | +8.6% |
| 6M | +10.4% | +9.6% | +0.8% | +7.6% |
| YTD | -1.3% | +3.4% | -4.7% | -3.0% |
| 1Y | +11.5% | +1.0% | +10.4% | +10.0% |
| All | +39.0% | +89.3% | -50.3% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 3y: compounded portfolio wealth divided by compounded BAM 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…
3y analysis · Full analysis span regression · 6 months rolling