+34.3%
AIG vs BUD
+43.8%
-9.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.4% | -3.2% | +0.8% | -1.8% |
| 30D | -2.9% | -3.7% | +0.7% | -2.3% |
| 3M | +0.8% | -4.4% | +5.2% | +1.5% |
| 6M | -2.7% | +7.7% | -10.4% | -4.3% |
| YTD | -11.2% | +23.1% | -34.2% | -14.8% |
| 1Y | -1.5% | +33.6% | -35.1% | -6.9% |
| All | +34.3% | +43.8% | -9.5% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling