+64.2%
AIG vs BWA
+156.8%
-92.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.3% |
| 7D | -1.2% | -1.3% | +0.2% | -0.6% |
| 30D | -1.1% | -2.9% | +1.9% | -0.1% |
| 3M | +0.7% | -10.7% | +11.4% | +5.0% |
| 6M | -2.2% | +26.5% | -28.6% | -15.0% |
| YTD | -10.8% | +49.1% | -59.9% | -29.9% |
| 1Y | -2.0% | +52.1% | -54.1% | -24.2% |
| 3Y | +34.8% | +72.6% | -37.7% | -6.9% |
| 5Y | +55.0% | +89.4% | -34.4% | -2.2% |
| All | +64.2% | +156.8% | -92.6% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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