-88.4%
AIG vs BB
+261.2%
-349.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -1.4% | +1.8% | -3.3% | -1.7% |
| 30D | -3.3% | -12.2% | +8.9% | -1.9% |
| 3M | +2.2% | -12.3% | +14.5% | +2.7% |
| 6M | -2.1% | +122.7% | -124.8% | -13.9% |
| YTD | -11.2% | +104.5% | -115.7% | -21.0% |
| 1Y | -2.1% | +106.7% | -108.8% | -13.6% |
| 3Y | +34.4% | +70.0% | -35.6% | +16.4% |
| 5Y | +53.7% | -27.8% | +81.5% | +44.5% |
| 10Y | +64.4% | +2.4% | +62.0% | +28.7% |
| All | -88.4% | +261.2% | -349.5% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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