+875.9%
BAX vs AIG
-21.5%
+897.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.1% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | -5.5% | -4.9% | -0.6% | -4.9% |
| 3M | +33.5% | +4.5% | +29.1% | +32.8% |
| 6M | +35.9% | -1.4% | +37.3% | +36.0% |
| YTD | +35.4% | -9.8% | +45.2% | +36.9% |
| 1Y | +9.8% | -4.5% | +14.3% | +10.2% |
| 3Y | -32.7% | +37.4% | -70.2% | -35.6% |
| 5Y | -65.6% | +55.0% | -120.5% | -67.7% |
| 10Y | -34.9% | +63.7% | -98.6% | -41.3% |
| All | +875.9% | -21.5% | +897.5% | +406.0% |
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