-90.1%
AIG vs BNS
+1,486.6%
-1,576.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.2% |
| 7D | -1.2% | -0.4% | -0.8% | -0.8% |
| 30D | -1.1% | +3.5% | -4.5% | -5.0% |
| 3M | +0.7% | +14.1% | -13.4% | -12.7% |
| 6M | -2.2% | +33.8% | -35.9% | -27.9% |
| YTD | -10.8% | +29.5% | -40.3% | -32.4% |
| 1Y | -2.0% | +48.4% | -50.4% | -35.3% |
| 3Y | +34.8% | +129.6% | -94.8% | -44.6% |
| 5Y | +55.0% | +96.1% | -41.0% | -26.7% |
| 10Y | +65.1% | +186.2% | -121.1% | -46.3% |
| All | -90.1% | +1,486.6% | -1,576.7% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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