+64.2%
AIG vs BRO
+294.2%
-230.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.2% | -7.3% | +6.2% | +3.7% |
| 30D | -1.1% | -6.9% | +5.8% | +3.3% |
| 3M | +0.7% | +10.7% | -10.0% | -6.8% |
| 6M | -2.2% | -2.7% | +0.5% | -2.3% |
| YTD | -10.8% | -16.3% | +5.5% | -2.0% |
| 1Y | -2.0% | -29.1% | +27.1% | +20.5% |
| 3Y | +34.8% | -7.8% | +42.7% | +32.5% |
| 5Y | +55.0% | +18.7% | +36.3% | +17.2% |
| All | +64.2% | +294.2% | -230.1% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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