+1,227.8%
BE vs AIG
+53.4%
+1,174.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.3% | -3.1% |
| 7D | +23.9% | -1.4% | +25.4% | +24.6% |
| 30D | +27.8% | -3.3% | +31.2% | +29.3% |
| 3M | +3.7% | +2.2% | +1.5% | +1.5% |
| 6M | +78.0% | -2.1% | +80.1% | +77.1% |
| YTD | +209.9% | -11.2% | +221.1% | +222.0% |
| 1Y | +389.6% | -2.1% | +391.7% | +371.9% |
| 3Y | +1,730.6% | +34.4% | +1,696.2% | +1,309.0% |
| 5Y | +1,227.8% | +53.7% | +1,174.1% | +745.1% |
| All | +1,227.8% | +53.4% | +1,174.4% | +745.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling