+392.7%
BAC vs AIG
+65.5%
+327.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.2% |
| 7D | +0.6% | -1.4% | +2.1% | +1.5% |
| 30D | -1.4% | -3.3% | +2.0% | +0.7% |
| 3M | +15.7% | +2.2% | +13.6% | +13.8% |
| 6M | +32.2% | -2.1% | +34.3% | +33.0% |
| YTD | +15.8% | -11.2% | +27.0% | +22.9% |
| 1Y | +27.3% | -2.1% | +29.4% | +26.2% |
| 3Y | +137.5% | +34.4% | +103.1% | +89.0% |
| 5Y | +73.1% | +53.7% | +19.3% | +24.2% |
| All | +392.7% | +65.5% | +327.2% | +189.0% |
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