+45.0%
BBY vs AIG
+33.9%
+11.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +0.6% | -1.2% | +1.7% | +0.9% |
| 30D | +9.4% | -1.1% | +10.5% | +9.8% |
| 3M | +19.3% | +0.7% | +18.7% | +18.8% |
| 6M | +47.9% | -2.2% | +50.1% | +48.3% |
| YTD | +39.6% | -10.8% | +50.4% | +44.0% |
| 1Y | +22.2% | -2.0% | +24.2% | +20.6% |
| 3Y | +45.0% | +34.8% | +10.1% | +27.4% |
| All | +45.0% | +33.9% | +11.1% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling