+26.6%
BA vs AIG
+72.2%
-45.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | -1.7% |
| 7D | 0.0% | +2.2% | -2.2% | -1.6% |
| 30D | -8.9% | +6.9% | -15.8% | -13.1% |
| 3M | -25.5% | +6.8% | -32.3% | -29.0% |
| 6M | -27.0% | +9.2% | -36.2% | -31.8% |
| YTD | -20.1% | -1.9% | -18.2% | -20.8% |
| 1Y | -11.0% | +9.7% | -20.7% | -18.8% |
| 3Y | -11.8% | +37.9% | -49.7% | -33.9% |
| 5Y | -20.6% | +56.8% | -77.5% | -47.8% |
| 10Y | +26.6% | +67.6% | -41.0% | -42.5% |
| All | +26.6% | +72.2% | -45.6% | -42.5% |
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