+106.5%
AIG vs BURL
+1,051.1%
-944.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.5% | -1.5% |
| 7D | -0.9% | -2.8% | +1.9% | -0.3% |
| 30D | -4.9% | -28.2% | +23.3% | +3.5% |
| 3M | +4.5% | -17.6% | +22.1% | +9.3% |
| 6M | -1.4% | -11.8% | +10.3% | +0.6% |
| YTD | -9.8% | -8.1% | -1.7% | -9.2% |
| 1Y | -4.5% | -12.0% | +7.4% | -3.5% |
| 3Y | +37.4% | +63.3% | -25.9% | +11.2% |
| 5Y | +55.0% | -10.8% | +65.8% | +43.1% |
| 10Y | +63.7% | +215.9% | -152.2% | +12.2% |
| All | +106.5% | +1,051.1% | -944.6% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling