+75.8%
BND vs AIG
-90.7%
+166.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -0.1% | -1.4% | +1.3% | -0.1% |
| 30D | -0.2% | -3.3% | +3.1% | -0.2% |
| 3M | -0.7% | +2.2% | -2.9% | -0.7% |
| 6M | -1.7% | -2.1% | +0.5% | -1.7% |
| YTD | -0.5% | -11.2% | +10.7% | -0.6% |
| 1Y | +0.4% | -2.1% | +2.5% | +0.4% |
| 3Y | +13.1% | +34.4% | -21.2% | +13.3% |
| 5Y | -2.1% | +53.7% | -55.8% | -1.9% |
| 10Y | +15.7% | +64.4% | -48.7% | +15.9% |
| All | +75.8% | -90.7% | +166.5% | +65.8% |
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