+1,470.1%
BA vs AIG
-19.4%
+1,489.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.5% | +1.4% |
| 7D | +1.1% | -5.1% | +6.1% | +2.3% |
| 30D | -7.9% | +2.8% | -10.7% | -8.5% |
| 3M | -25.3% | -2.1% | -23.2% | -24.9% |
| 6M | -24.6% | +1.4% | -26.0% | -24.9% |
| YTD | -20.1% | -7.4% | -12.8% | -19.1% |
| 1Y | -11.8% | +4.4% | -16.2% | -13.2% |
| 3Y | -10.1% | +30.0% | -40.1% | -16.2% |
| 5Y | -22.7% | +47.9% | -70.6% | -30.1% |
| 10Y | +35.1% | +74.4% | -39.3% | +17.3% |
| All | +1,470.1% | -19.4% | +1,489.6% | +627.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling