+1,821.9%
BA vs AIG
-21.5%
+1,843.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | +1.2% | -0.9% | +2.1% | +1.4% |
| 30D | -11.6% | -4.9% | -6.8% | -10.6% |
| 3M | -2.4% | +4.5% | -6.8% | -3.5% |
| 6M | -6.6% | -1.4% | -5.2% | -6.5% |
| YTD | -2.2% | -9.8% | +7.6% | -0.4% |
| 1Y | -8.0% | -4.5% | -3.5% | -7.7% |
| 3Y | -5.0% | +37.4% | -42.4% | -12.6% |
| 5Y | -2.7% | +55.0% | -57.7% | -12.9% |
| 10Y | +75.9% | +63.7% | +12.2% | +54.7% |
| All | +1,821.9% | -21.5% | +1,843.5% | +796.2% |
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