+217.6%
BAC vs AIG
+67.5%
+150.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.8% |
| 7D | +3.2% | +6.6% | -3.3% | -0.7% |
| 30D | -0.7% | +7.0% | -7.7% | -5.0% |
| 3M | -20.0% | +9.7% | -29.7% | -24.7% |
| 6M | +3.4% | +10.8% | -7.4% | -3.8% |
| YTD | -5.7% | -1.3% | -4.5% | -6.6% |
| 1Y | -1.4% | +8.4% | -9.8% | -8.1% |
| 3Y | +97.9% | +39.0% | +58.9% | +54.2% |
| 5Y | +22.9% | +59.6% | -36.7% | -13.9% |
| All | +217.6% | +67.5% | +150.1% | +79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling