+21.9%
BABA vs AIG
+39.5%
-17.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -13.8% | +6.6% | -20.3% | -14.4% |
| 30D | -15.1% | +7.0% | -22.1% | -15.8% |
| 3M | -22.7% | +9.7% | -32.4% | -23.7% |
| 6M | -34.7% | +10.8% | -45.5% | -35.9% |
| YTD | -35.0% | -1.3% | -33.7% | -34.7% |
| 1Y | -40.4% | +8.4% | -48.8% | -41.4% |
| 3Y | +21.9% | +39.0% | -17.1% | +30.6% |
| All | +21.9% | +39.5% | -17.6% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling