+141.1%
BP vs AIG
+53.4%
+87.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +4.0% | -1.4% | +5.4% | +4.6% |
| 30D | +7.8% | -3.3% | +11.2% | +9.2% |
| 3M | +8.4% | +2.2% | +6.2% | +7.0% |
| 6M | +15.1% | -2.1% | +17.2% | +15.1% |
| YTD | +36.4% | -11.2% | +47.6% | +42.2% |
| 1Y | +40.9% | -2.1% | +43.0% | +39.9% |
| 3Y | +38.8% | +34.4% | +4.5% | +15.1% |
| 5Y | +141.1% | +53.7% | +87.4% | +78.8% |
| All | +141.1% | +53.4% | +87.7% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling