+53.1%
AIG vs BDX
-2.2%
+55.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -1.2% | -3.2% | +2.0% | -0.2% |
| 30D | -1.1% | -2.5% | +1.5% | -0.3% |
| 3M | +0.7% | +21.4% | -20.7% | -5.3% |
| 6M | -2.2% | +10.4% | -12.6% | -5.4% |
| YTD | -10.8% | +18.8% | -29.7% | -15.9% |
| 1Y | -2.0% | +21.7% | -23.7% | -8.3% |
| 3Y | +34.8% | -10.0% | +44.8% | +39.0% |
| All | +53.1% | -2.2% | +55.4% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling