+53.1%
AIG vs BLDR
+10.9%
+42.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | 0.0% |
| 7D | -1.2% | -8.2% | +7.1% | +0.2% |
| 30D | -1.1% | -16.6% | +15.6% | +1.6% |
| 3M | +0.7% | -23.2% | +23.8% | +4.1% |
| 6M | -2.2% | -33.7% | +31.6% | +3.3% |
| YTD | -10.8% | -41.3% | +30.5% | -4.5% |
| 1Y | -2.0% | -58.8% | +56.8% | +12.0% |
| 3Y | +34.8% | -57.5% | +92.3% | +45.4% |
| All | +53.1% | +10.9% | +42.2% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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