+134.2%
BP vs AIG
+66.2%
+68.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +5.2% | -1.2% | +6.4% | +5.8% |
| 30D | +8.7% | -1.1% | +9.8% | +9.2% |
| 3M | +9.3% | +0.7% | +8.7% | +8.5% |
| 6M | +13.6% | -2.2% | +15.7% | +13.6% |
| YTD | +37.7% | -10.8% | +48.5% | +43.9% |
| 1Y | +40.6% | -2.0% | +42.7% | +39.3% |
| 3Y | +40.3% | +34.8% | +5.5% | +14.8% |
| 5Y | +141.4% | +55.0% | +86.4% | +78.9% |
| All | +134.2% | +66.2% | +68.0% | +32.7% |
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