-11.0%
BA vs AIG
+10.1%
-21.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | +0.1% |
| 7D | 0.0% | +2.2% | -2.2% | -0.3% |
| 30D | -8.9% | +6.9% | -15.8% | -9.7% |
| 3M | -25.5% | +6.8% | -32.3% | -26.2% |
| 6M | -27.0% | +9.2% | -36.2% | -27.7% |
| YTD | -20.1% | -1.9% | -18.2% | -20.9% |
| 1Y | -11.0% | +9.7% | -20.7% | -12.7% |
| All | -11.0% | +10.1% | -21.1% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling