+25.3%
BIL vs AIG
+65.5%
-40.2%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | -2.4% | +2.4% | +0.1% |
| 30D | +0.3% | -2.9% | +3.2% | +0.3% |
| 3M | +0.9% | +0.8% | +0.1% | +0.9% |
| 6M | +1.8% | -2.7% | +4.5% | +1.8% |
| YTD | +2.5% | -11.2% | +13.7% | +2.5% |
| 1Y | +3.7% | -1.5% | +5.2% | +3.7% |
| 3Y | +14.1% | +34.4% | -20.3% | +14.1% |
| 5Y | +19.4% | +54.4% | -35.0% | +19.4% |
| All | +25.3% | +65.5% | -40.2% | +25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling