-35.1%
BABA vs AIG
+11.6%
-46.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.1% |
| 7D | -3.6% | +1.4% | -5.0% | -3.3% |
| 30D | -8.4% | +6.6% | -15.0% | -7.9% |
| 3M | -20.6% | +7.9% | -28.5% | -20.1% |
| 6M | -25.4% | +10.4% | -35.8% | -25.3% |
| YTD | -30.1% | -1.3% | -28.8% | -29.1% |
| All | -35.1% | +11.6% | -46.7% | -34.7% |
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