+68.2%
AIG vs BURL
+261.4%
-193.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +1.2% |
| 7D | -3.4% | +7.7% | -11.1% | -5.4% |
| 30D | +3.4% | -7.1% | +10.5% | +5.4% |
| 3M | +1.7% | -30.3% | +32.0% | +11.9% |
| 6M | +5.7% | -15.5% | +21.2% | +9.1% |
| YTD | -5.1% | -11.0% | +5.8% | -4.1% |
| 1Y | +6.1% | -8.4% | +14.5% | +5.7% |
| 3Y | +35.5% | +96.7% | -61.2% | -0.3% |
| 5Y | +51.9% | -14.1% | +66.0% | +41.9% |
| 10Y | +68.2% | +255.1% | -186.9% | +16.9% |
| All | +68.2% | +261.4% | -193.2% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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