+1,094.1%
BAC vs AIG
-14.7%
+1,108.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | -1.2% |
| 7D | +2.1% | +2.2% | -0.2% | +1.0% |
| 30D | -6.7% | +6.9% | -13.6% | -9.5% |
| 3M | -20.2% | +6.8% | -27.0% | -22.8% |
| 6M | -0.2% | +9.2% | -9.4% | -4.6% |
| YTD | -6.4% | -1.9% | -4.5% | -6.6% |
| 1Y | -3.1% | +9.7% | -12.8% | -8.2% |
| 3Y | +96.7% | +37.9% | +58.8% | +66.8% |
| 5Y | +21.3% | +56.8% | -35.5% | -3.2% |
| 10Y | +237.7% | +67.6% | +170.1% | +152.3% |
| All | +1,094.1% | -14.7% | +1,108.8% | +360.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling