+1,376.8%
BAC vs AIG
-21.5%
+1,398.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.3% |
| 7D | +1.1% | -0.9% | +2.0% | +1.5% |
| 30D | -0.4% | -4.9% | +4.5% | +1.8% |
| 3M | +16.9% | +4.5% | +12.4% | +14.4% |
| 6M | +26.6% | -1.4% | +28.1% | +26.9% |
| YTD | +15.8% | -9.8% | +25.6% | +20.2% |
| 1Y | +27.2% | -4.5% | +31.7% | +28.2% |
| 3Y | +132.4% | +37.4% | +95.0% | +97.9% |
| 5Y | +72.6% | +55.0% | +17.6% | +38.9% |
| 10Y | +389.7% | +63.7% | +326.1% | +271.4% |
| All | +1,376.8% | -21.5% | +1,398.4% | +493.2% |
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