+19.7%
BROS vs AIG
+54.8%
-35.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -5.8% | -1.2% | -4.6% | -5.3% |
| 30D | -14.0% | -1.1% | -12.9% | -13.6% |
| 3M | -32.5% | +0.7% | -33.2% | -32.8% |
| 6M | -14.9% | -2.2% | -12.7% | -14.4% |
| YTD | -28.3% | -10.8% | -17.5% | -25.3% |
| 1Y | -34.0% | -2.0% | -32.0% | -34.4% |
| 3Y | +63.0% | +34.8% | +28.1% | +36.2% |
| All | +19.7% | +54.8% | -35.1% | +5.6% |
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