+120.2%
BKR vs AIG
+66.2%
+54.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -7.0% | -1.2% | -5.8% | -6.4% |
| 30D | -8.1% | -1.1% | -7.1% | -7.6% |
| 3M | -6.6% | +0.7% | -7.3% | -7.6% |
| 6M | +0.9% | -2.2% | +3.0% | +0.8% |
| YTD | +31.1% | -10.8% | +41.9% | +37.9% |
| 1Y | +27.7% | -2.0% | +29.7% | +25.7% |
| 3Y | +71.2% | +34.8% | +36.4% | +35.3% |
| 5Y | +177.6% | +55.0% | +122.6% | +93.7% |
| All | +120.2% | +66.2% | +54.0% | +15.3% |
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