+72.3%
BA vs AIG
+61.7%
+10.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.7% |
| 7D | +2.5% | -1.6% | +4.0% | +3.6% |
| 30D | -10.1% | -5.2% | -4.9% | -6.8% |
| 3M | -2.4% | +1.5% | -3.9% | -3.8% |
| 6M | -8.8% | -3.9% | -4.9% | -7.1% |
| YTD | -2.9% | -11.6% | +8.7% | +3.6% |
| 1Y | -8.8% | -2.9% | -5.8% | -9.7% |
| 3Y | -0.3% | +33.7% | -34.0% | -24.1% |
| 5Y | -0.3% | +52.7% | -53.0% | -33.7% |
| 10Y | +72.3% | +62.6% | +9.7% | -18.9% |
| All | +72.3% | +61.7% | +10.7% | -18.9% |
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