+7,924.2%
BNY vs AIG
-22.4%
+7,946.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.3% | -1.2% | -0.2% | -0.9% |
| 30D | -0.2% | -1.1% | +0.9% | +0.2% |
| 3M | +14.9% | +0.7% | +14.3% | +14.4% |
| 6M | +40.0% | -2.2% | +42.2% | +40.4% |
| YTD | +42.0% | -10.8% | +52.8% | +46.3% |
| 1Y | +56.9% | -2.0% | +58.9% | +56.1% |
| 3Y | +289.9% | +34.8% | +255.0% | +247.1% |
| 5Y | +259.2% | +55.0% | +204.2% | +205.2% |
| 10Y | +413.3% | +65.1% | +348.2% | +309.2% |
| All | +7,924.2% | -22.4% | +7,946.6% | +2,951.0% |
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