+64.2%
AIG vs BN
+265.2%
-201.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | -1.2% | -5.2% | +4.0% | +1.9% |
| 30D | -1.1% | -14.5% | +13.4% | +8.2% |
| 3M | +0.7% | -15.0% | +15.7% | +10.2% |
| 6M | -2.2% | -5.4% | +3.2% | -0.5% |
| YTD | -10.8% | -16.4% | +5.6% | -3.4% |
| 1Y | -2.0% | -16.2% | +14.2% | +5.1% |
| 3Y | +34.8% | +67.5% | -32.7% | -14.9% |
| 5Y | +55.0% | +34.1% | +20.9% | +9.7% |
| All | +64.2% | +265.2% | -201.0% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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