+31.3%
BIL vs AIG
-90.4%
+121.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | +0.1% | +6.6% | -6.5% | +0.1% |
| 30D | +0.3% | +7.0% | -6.7% | +0.4% |
| 3M | +1.0% | +9.7% | -8.7% | +1.0% |
| 6M | +1.9% | +10.8% | -8.9% | +1.9% |
| YTD | +3.2% | -1.3% | +4.5% | +3.2% |
| 1Y | +3.7% | +8.4% | -4.7% | +3.7% |
| 3Y | +13.8% | +39.0% | -25.2% | +13.9% |
| 5Y | +20.3% | +59.6% | -39.3% | +20.4% |
| 10Y | +26.2% | +68.4% | -42.2% | +26.3% |
| All | +31.3% | -90.4% | +121.7% | +31.6% |
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 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