-22.1%
BA vs AIG
+47.6%
-69.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.5% | +2.5% |
| 7D | +1.1% | -5.1% | +6.1% | +3.7% |
| 30D | -7.9% | +2.8% | -10.7% | -9.2% |
| 3M | -25.3% | -2.1% | -23.2% | -24.6% |
| 6M | -24.6% | +1.4% | -26.0% | -25.4% |
| YTD | -20.1% | -7.4% | -12.8% | -17.8% |
| 1Y | -11.8% | +4.4% | -16.2% | -15.3% |
| 3Y | -10.1% | +30.0% | -40.1% | -25.9% |
| All | -22.1% | +47.6% | -69.7% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling