-4.5%
AIG vs BEN
+42.6%
-47.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -1.4% |
| 7D | -0.9% | +0.2% | -1.2% | -1.0% |
| 30D | -4.9% | -0.5% | -4.3% | -4.8% |
| 3M | +4.5% | +9.7% | -5.3% | +2.7% |
| 6M | -1.4% | +33.9% | -35.3% | -7.3% |
| YTD | -9.8% | +49.0% | -58.8% | -16.6% |
| 1Y | -4.5% | +42.1% | -46.6% | -10.3% |
| All | -4.5% | +42.6% | -47.1% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling