+565.4%
AIG vs BUD
+198.8%
+366.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -1.6% | +0.8% | -2.3% | -2.0% |
| 30D | -5.2% | -4.8% | -0.4% | -2.6% |
| 3M | +1.5% | +1.4% | +0.1% | +0.1% |
| 6M | -3.9% | +9.9% | -13.8% | -10.0% |
| YTD | -11.6% | +26.3% | -38.0% | -23.9% |
| 1Y | -2.9% | +36.1% | -39.1% | -20.2% |
| 3Y | +33.7% | +48.6% | -14.8% | -0.1% |
| 5Y | +52.7% | +45.0% | +7.7% | +13.0% |
| 10Y | +62.6% | -23.1% | +85.7% | +59.3% |
| All | +565.4% | +198.8% | +366.7% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling