-33.4%
BABA vs AIG
+4.0%
-37.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +1.1% |
| 7D | +11.6% | -5.1% | +16.7% | +11.3% |
| 30D | +2.3% | +2.8% | -0.5% | +2.5% |
| 3M | -13.7% | -2.1% | -11.6% | -13.6% |
| 6M | -21.9% | +1.4% | -23.3% | -21.9% |
| YTD | -24.6% | -7.4% | -17.3% | -24.0% |
| All | -33.4% | +4.0% | -37.4% | -33.9% |
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