+12,674.7%
BLK vs AIG
-88.7%
+12,763.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.2% | -2.4% | -2.8% | -4.7% |
| 30D | -7.0% | -2.9% | -4.1% | -6.4% |
| 3M | +5.7% | +0.8% | +4.9% | +5.3% |
| 6M | +11.0% | -2.7% | +13.7% | +11.4% |
| YTD | +0.9% | -11.2% | +12.1% | +3.2% |
| 1Y | -1.6% | -1.5% | -0.1% | -1.8% |
| 3Y | +64.5% | +34.4% | +30.1% | +52.7% |
| 5Y | +30.9% | +54.4% | -23.6% | +17.6% |
| 10Y | +275.1% | +64.4% | +210.7% | +220.8% |
| All | +12,674.7% | -88.7% | +12,763.4% | +13,686.4% |
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