+64.2%
AIG vs BBWI
-55.0%
+119.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -1.1% |
| 7D | -1.2% | -4.8% | +3.7% | -0.1% |
| 30D | -1.1% | +3.5% | -4.5% | -2.2% |
| 3M | +0.7% | -0.3% | +1.0% | -0.3% |
| 6M | -2.2% | -5.4% | +3.2% | -3.2% |
| YTD | -10.8% | -4.7% | -6.1% | -12.8% |
| 1Y | -2.0% | -30.5% | +28.5% | +2.0% |
| 3Y | +34.8% | -44.3% | +79.2% | +39.7% |
| 5Y | +55.0% | -66.9% | +121.9% | +76.4% |
| All | +64.2% | -55.0% | +119.1% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling