+64.2%
AIG vs BDX
+59.3%
+4.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -1.2% | -3.2% | +2.0% | -0.1% |
| 30D | -1.1% | -2.5% | +1.5% | -0.3% |
| 3M | +0.7% | +21.4% | -20.7% | -5.9% |
| 6M | -2.2% | +10.4% | -12.6% | -5.8% |
| YTD | -10.8% | +18.8% | -29.7% | -16.4% |
| 1Y | -2.0% | +21.7% | -23.7% | -8.9% |
| 3Y | +34.8% | -10.0% | +44.8% | +36.8% |
| 5Y | +55.0% | -1.8% | +56.8% | +50.9% |
| All | +64.2% | +59.3% | +4.9% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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