-66.4%
BAX vs AIG
+52.7%
-119.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.7% | -3.1% |
| 7D | -2.4% | -1.6% | -0.9% | -1.9% |
| 30D | -9.7% | -5.2% | -4.5% | -8.2% |
| 3M | +29.3% | +1.5% | +27.8% | +28.6% |
| 6M | +40.7% | -3.9% | +44.6% | +42.1% |
| YTD | +30.3% | -11.6% | +41.9% | +34.5% |
| 1Y | +3.4% | -2.9% | +6.3% | +3.6% |
| 3Y | -32.0% | +33.7% | -65.8% | -38.1% |
| All | -66.4% | +52.7% | -119.1% | -70.8% |
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 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