-92.2%
AIG vs BG
+1,169.9%
-1,262.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.2% |
| 7D | -1.2% | +3.1% | -4.3% | -2.6% |
| 30D | -1.1% | +10.2% | -11.3% | -5.5% |
| 3M | +0.7% | -1.7% | +2.4% | +0.4% |
| 6M | -2.2% | +1.0% | -3.2% | -4.3% |
| YTD | -10.8% | +39.9% | -50.8% | -24.9% |
| 1Y | -2.0% | +53.2% | -55.2% | -21.7% |
| 3Y | +34.8% | +16.3% | +18.6% | +18.4% |
| 5Y | +55.0% | +83.9% | -28.8% | +7.1% |
| 10Y | +65.1% | +165.1% | -100.1% | -9.1% |
| All | -92.2% | +1,169.9% | -1,262.0% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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