-24.8%
AIG vs BBWI
+999.2%
-1,023.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.0% |
| 7D | -1.6% | +1.6% | -3.1% | -2.1% |
| 30D | -5.2% | -6.2% | +1.0% | -3.7% |
| 3M | +1.5% | +4.3% | -2.9% | -1.3% |
| 6M | -3.9% | -7.2% | +3.2% | -4.9% |
| YTD | -11.6% | -3.0% | -8.6% | -14.8% |
| 1Y | -2.9% | -30.8% | +27.8% | +1.9% |
| 3Y | +33.7% | -43.4% | +77.1% | +38.2% |
| 5Y | +52.7% | -66.7% | +119.4% | +76.1% |
| 10Y | +62.6% | -55.7% | +118.3% | +34.5% |
| All | -24.8% | +999.2% | -1,023.9% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling