+64.2%
AIG vs BHP
+496.8%
-432.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.2% | -3.6% | +2.5% | +0.4% |
| 30D | -1.1% | -1.2% | +0.1% | -0.9% |
| 3M | +0.7% | +1.2% | -0.5% | -0.9% |
| 6M | -2.2% | +21.4% | -23.6% | -12.9% |
| YTD | -10.8% | +50.4% | -61.3% | -29.2% |
| 1Y | -2.0% | +67.5% | -69.5% | -26.7% |
| 3Y | +34.8% | +72.8% | -38.0% | -4.5% |
| 5Y | +55.0% | +112.6% | -57.6% | -8.8% |
| All | +64.2% | +496.8% | -432.7% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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