+34.8%
AIG vs BR
-5.3%
+40.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.2% | -3.0% | +1.8% | -0.2% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | +0.7% | +17.3% | -16.6% | -5.3% |
| 6M | -2.2% | -6.7% | +4.5% | +0.2% |
| YTD | -10.8% | -23.4% | +12.6% | -0.2% |
| 1Y | -2.0% | -32.7% | +30.6% | +16.8% |
| 3Y | +34.8% | -5.9% | +40.7% | +34.3% |
| All | +34.8% | -5.3% | +40.2% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling