+875.2%
BAX vs AIG
-14.1%
+889.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.1% | +6.6% | -6.5% | -0.7% |
| 30D | +4.1% | +7.0% | -2.9% | +3.1% |
| 3M | -4.5% | +9.7% | -14.3% | -5.7% |
| 6M | +49.2% | +10.8% | +38.4% | +47.2% |
| YTD | +35.2% | -1.3% | +36.5% | +35.2% |
| 1Y | +38.3% | +8.4% | +29.9% | +36.7% |
| 3Y | -19.0% | +39.0% | -58.0% | -22.6% |
| 5Y | -64.2% | +59.6% | -123.8% | -66.5% |
| 10Y | -35.7% | +68.4% | -104.1% | -42.3% |
| All | +875.2% | -14.1% | +889.3% | +399.6% |
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 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