-28.3%
BABA vs AIG
+47.6%
-75.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +2.6% |
| 7D | +11.6% | -5.1% | +16.7% | +13.5% |
| 30D | +2.3% | +2.8% | -0.5% | +1.2% |
| 3M | -13.7% | -2.1% | -11.6% | -13.3% |
| 6M | -21.9% | +1.4% | -23.3% | -22.9% |
| YTD | -24.6% | -7.4% | -17.3% | -23.2% |
| 1Y | -34.1% | +4.4% | -38.5% | -36.1% |
| 3Y | +36.3% | +30.0% | +6.3% | +17.0% |
| All | -28.3% | +47.6% | -75.9% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling