+36.5%
AIG vs BURL
+66.7%
-30.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.5% | -1.2% |
| 7D | -0.9% | -2.8% | +1.9% | -0.6% |
| 30D | -4.9% | -28.2% | +23.3% | -1.0% |
| 3M | +4.5% | -17.6% | +22.1% | +6.7% |
| 6M | -1.4% | -11.8% | +10.3% | -0.4% |
| YTD | -9.8% | -8.1% | -1.7% | -9.5% |
| 1Y | -4.5% | -12.0% | +7.4% | -3.9% |
| All | +36.5% | +66.7% | -30.2% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling