+66.9%
BROS vs AIG
+33.4%
+33.5%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -6.6% | -1.4% | -5.1% | -6.2% |
| 30D | -12.3% | -3.3% | -9.0% | -11.5% |
| 3M | -22.2% | +2.2% | -24.4% | -22.7% |
| 6M | -14.3% | -2.1% | -12.2% | -13.9% |
| YTD | -26.6% | -11.2% | -15.4% | -24.2% |
| 1Y | -31.5% | -2.1% | -29.4% | -32.0% |
| All | +66.9% | +33.4% | +33.5% | +41.4% |
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