+391.9%
BAC vs AIG
+65.5%
+326.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.3% | -2.4% | +2.1% | +1.2% |
| 30D | -1.8% | -2.9% | +1.2% | 0.0% |
| 3M | +15.3% | +0.8% | +14.5% | +14.3% |
| 6M | +30.2% | -2.7% | +32.8% | +31.5% |
| YTD | +15.6% | -11.2% | +26.8% | +22.7% |
| 1Y | +27.5% | -1.5% | +29.0% | +25.9% |
| 3Y | +137.0% | +34.4% | +102.7% | +88.7% |
| 5Y | +75.6% | +54.4% | +21.2% | +25.7% |
| All | +391.9% | +65.5% | +326.4% | +188.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling