+54.4%
AIG vs BUD
+45.4%
+9.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.3% |
| 7D | -1.4% | -1.3% | -0.1% | -1.0% |
| 30D | -3.3% | -6.1% | +2.8% | -1.1% |
| 3M | +2.2% | -3.8% | +5.9% | +3.3% |
| 6M | -2.1% | +8.2% | -10.3% | -5.6% |
| YTD | -11.2% | +23.6% | -34.8% | -18.9% |
| 1Y | -2.1% | +33.4% | -35.5% | -13.5% |
| 3Y | +34.4% | +45.3% | -11.0% | +9.7% |
| All | +54.4% | +45.4% | +9.0% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling