+142.2%
BP vs AIG
+67.5%
+74.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +3.8% | +6.6% | -2.8% | +0.5% |
| 30D | -5.3% | +7.0% | -12.3% | -8.6% |
| 3M | +9.3% | +9.7% | -0.5% | +3.9% |
| 6M | +7.2% | +10.8% | -3.6% | +1.0% |
| YTD | +38.0% | -1.3% | +39.3% | +36.8% |
| 1Y | +33.2% | +8.4% | +24.8% | +25.6% |
| 3Y | +50.3% | +39.0% | +11.3% | +21.3% |
| 5Y | +114.1% | +59.6% | +54.5% | +56.6% |
| All | +142.2% | +67.5% | +74.7% | +35.1% |
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