+16.7%
BABA vs AIG
+61.7%
-45.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | -0.2% | -1.6% | +1.4% | +0.2% |
| 30D | -12.3% | -5.2% | -7.1% | -11.1% |
| 3M | -5.3% | +1.5% | -6.8% | -6.0% |
| 6M | -13.1% | -3.9% | -9.1% | -12.6% |
| YTD | -22.4% | -11.6% | -10.8% | -20.4% |
| 1Y | -19.5% | -2.9% | -16.6% | -19.6% |
| 3Y | +32.9% | +33.7% | -0.8% | +20.5% |
| 5Y | -29.9% | +52.7% | -82.5% | -39.0% |
| 10Y | +16.7% | +62.6% | -45.9% | -5.1% |
| All | +16.7% | +61.7% | -45.0% | -5.1% |
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