+64.2%
AIG vs BIIB
-26.2%
+90.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -1.2% | -1.7% | +0.5% | -1.0% |
| 30D | -1.1% | +4.0% | -5.0% | -1.5% |
| 3M | +0.7% | +8.6% | -7.9% | -0.4% |
| 6M | -2.2% | +14.0% | -16.2% | -4.0% |
| YTD | -10.8% | +23.4% | -34.2% | -13.5% |
| 1Y | -2.0% | +45.9% | -47.9% | -6.9% |
| 3Y | +34.8% | -16.1% | +51.0% | +35.2% |
| 5Y | +55.0% | -27.6% | +82.6% | +56.0% |
| All | +64.2% | -26.2% | +90.3% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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