+70,760.1%
BBY vs AIG
-22.8%
+70,782.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.6% |
| 7D | +1.2% | -1.4% | +2.6% | +1.5% |
| 30D | +6.8% | -3.3% | +10.1% | +7.6% |
| 3M | +18.7% | +2.2% | +16.6% | +18.1% |
| 6M | +37.3% | -2.1% | +39.4% | +37.6% |
| YTD | +35.3% | -11.2% | +46.5% | +38.1% |
| 1Y | +20.7% | -2.1% | +22.8% | +20.4% |
| 3Y | +39.4% | +34.4% | +5.1% | +29.8% |
| 5Y | -1.5% | +53.7% | -55.2% | -11.3% |
| 10Y | +239.8% | +64.4% | +175.4% | +191.0% |
| All | +70,760.1% | -22.8% | +70,782.8% | +39,923.4% |
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 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