+1,335.7%
BP vs AIG
-21.5%
+1,357.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.7% |
| 7D | +3.9% | -0.9% | +4.9% | +4.1% |
| 30D | +7.6% | -4.9% | +12.5% | +8.5% |
| 3M | +0.7% | +4.5% | -3.8% | -0.2% |
| 6M | +15.5% | -1.4% | +16.9% | +15.4% |
| YTD | +30.8% | -9.8% | +40.6% | +32.8% |
| 1Y | +34.3% | -4.5% | +38.8% | +34.7% |
| 3Y | +35.1% | +37.4% | -2.4% | +26.5% |
| 5Y | +126.8% | +55.0% | +71.9% | +107.6% |
| 10Y | +123.4% | +63.7% | +59.7% | +97.8% |
| All | +1,335.7% | -21.5% | +1,357.2% | +1,035.8% |
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 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