+47.4%
AIG vs BURL
-17.2%
+64.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.7% |
| 7D | -5.1% | +4.1% | -9.1% | -5.7% |
| 30D | +2.8% | -9.5% | +12.2% | +4.3% |
| 3M | -2.1% | -33.5% | +31.4% | +4.2% |
| 6M | +1.4% | -22.1% | +23.5% | +4.8% |
| YTD | -7.4% | -14.6% | +7.2% | -6.1% |
| 1Y | +4.4% | -8.4% | +12.8% | +4.3% |
| 3Y | +30.0% | +86.6% | -56.6% | +10.9% |
| All | +47.4% | -17.2% | +64.5% | +41.5% |
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