+47.2%
BP vs AIG
+39.5%
+7.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -0.8% | +1.4% | -2.2% | -1.1% |
| 30D | -3.1% | +6.6% | -9.8% | -4.6% |
| 3M | +6.2% | +7.9% | -1.7% | +4.2% |
| 6M | +4.8% | +10.4% | -5.6% | +2.1% |
| YTD | +35.2% | -1.3% | +36.4% | +35.9% |
| 1Y | +27.4% | +11.5% | +15.9% | +23.3% |
| All | +47.2% | +39.5% | +7.6% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling