+22.6%
BROS vs AIG
+54.2%
-31.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -6.6% | -1.4% | -5.1% | -6.0% |
| 30D | -12.3% | -3.3% | -9.0% | -11.1% |
| 3M | -22.2% | +2.2% | -24.4% | -23.0% |
| 6M | -14.3% | -2.1% | -12.2% | -13.8% |
| YTD | -26.6% | -11.2% | -15.4% | -23.4% |
| 1Y | -31.5% | -2.1% | -29.4% | -32.0% |
| 3Y | +62.3% | +34.4% | +27.9% | +35.8% |
| All | +22.6% | +54.2% | -31.6% | +8.3% |
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