-2.0%
AIG vs BN
-14.1%
+12.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -1.2% | -5.2% | +4.0% | -0.6% |
| 30D | -1.1% | -14.5% | +13.4% | +0.4% |
| 3M | +0.7% | -15.0% | +15.7% | +2.2% |
| 6M | -2.2% | -5.4% | +3.2% | -2.0% |
| YTD | -10.8% | -16.4% | +5.6% | -10.6% |
| 1Y | -2.0% | -16.2% | +14.2% | -3.0% |
| All | -2.0% | -14.1% | +12.1% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling