-24.8%
AIG vs BN
+14,855.3%
-14,880.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -0.6% |
| 7D | -1.6% | -1.2% | -0.4% | -0.9% |
| 30D | -5.2% | -10.9% | +5.7% | +0.8% |
| 3M | +1.5% | -11.1% | +12.5% | +7.7% |
| 6M | -3.9% | -4.4% | +0.4% | -2.8% |
| YTD | -11.6% | -14.1% | +2.5% | -6.0% |
| 1Y | -2.9% | -11.1% | +8.1% | +0.4% |
| 3Y | +33.7% | +75.6% | -41.8% | -10.8% |
| 5Y | +52.7% | +35.8% | +16.9% | +14.3% |
| 10Y | +62.6% | +261.6% | -199.0% | -28.5% |
| All | -24.8% | +14,855.3% | -14,880.0% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling