+64.2%
AIG vs BUD
-22.3%
+86.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | -1.2% | -2.6% | +1.5% | +0.2% |
| 30D | -1.1% | -1.2% | +0.1% | -0.5% |
| 3M | +0.7% | -4.9% | +5.6% | +2.9% |
| 6M | -2.2% | +9.3% | -11.4% | -7.7% |
| YTD | -10.8% | +24.0% | -34.8% | -21.8% |
| 1Y | -2.0% | +34.5% | -36.6% | -18.2% |
| 3Y | +34.8% | +43.7% | -8.8% | +3.8% |
| 5Y | +55.0% | +46.0% | +9.0% | +15.2% |
| All | +64.2% | -22.3% | +86.4% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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