+73.1%
BAC vs AIG
+53.4%
+19.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.2% |
| 7D | +0.6% | -1.4% | +2.1% | +1.4% |
| 30D | -1.4% | -3.3% | +2.0% | +0.5% |
| 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% | +22.7% |
| 1Y | +27.3% | -2.1% | +29.4% | +26.2% |
| 3Y | +137.5% | +34.4% | +103.1% | +86.9% |
| 5Y | +73.1% | +53.7% | +19.3% | +19.4% |
| All | +73.1% | +53.4% | +19.6% | +19.4% |
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