-39.3%
BAX vs AIG
+66.2%
-105.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -7.9% | -1.2% | -6.7% | -7.6% |
| 30D | -11.7% | -1.1% | -10.6% | -11.4% |
| 3M | +16.2% | +0.7% | +15.5% | +16.0% |
| 6M | +32.0% | -2.2% | +34.1% | +32.5% |
| YTD | +24.7% | -10.8% | +35.6% | +27.6% |
| 1Y | -2.6% | -2.0% | -0.6% | -2.6% |
| 3Y | -35.0% | +34.8% | -69.8% | -39.5% |
| 5Y | -67.6% | +55.0% | -122.6% | -71.0% |
| All | -39.3% | +66.2% | -105.5% | -48.6% |
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