+28.1%
BA vs AIG
+70.6%
-42.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -2.2% |
| 7D | -1.7% | -3.4% | +1.6% | +0.5% |
| 30D | -9.5% | +3.4% | -12.8% | -11.6% |
| 3M | -26.5% | +1.7% | -28.2% | -27.5% |
| 6M | -27.4% | +5.7% | -33.0% | -30.6% |
| YTD | -20.6% | -5.1% | -15.5% | -19.4% |
| 1Y | -11.4% | +6.1% | -17.5% | -17.2% |
| 3Y | -10.8% | +35.5% | -46.3% | -32.3% |
| 5Y | -21.9% | +51.9% | -73.9% | -47.5% |
| 10Y | +28.1% | +68.2% | -40.1% | -41.3% |
| All | +28.1% | +70.6% | -42.4% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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