+59.9%
AIG vs BURL
-10.8%
+70.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +3.9% | +0.9% |
| 7D | +6.6% | -1.6% | +8.2% | +6.8% |
| 30D | +7.0% | -7.7% | +14.8% | +8.3% |
| 3M | +9.7% | -31.7% | +41.4% | +16.3% |
| 6M | +10.8% | -15.2% | +26.0% | +12.8% |
| YTD | -1.3% | -15.9% | +14.6% | +0.4% |
| 1Y | +8.4% | -14.2% | +22.6% | +9.4% |
| 3Y | +39.0% | +93.5% | -54.5% | +17.3% |
| All | +59.9% | -10.8% | +70.7% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling