+23.7%
BBY vs AIG
-4.5%
+28.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.2% |
| 7D | +9.5% | -0.9% | +10.4% | +9.5% |
| 30D | +6.8% | -4.9% | +11.7% | +7.0% |
| 3M | +28.9% | +4.5% | +24.4% | +28.5% |
| 6M | +37.8% | -1.4% | +39.2% | +37.7% |
| YTD | +38.7% | -9.8% | +48.5% | +37.9% |
| 1Y | +23.7% | -4.5% | +28.2% | +22.6% |
| All | +23.7% | -4.5% | +28.2% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling