+25.1%
BROS vs AIG
+53.5%
-28.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.7% |
| 7D | -0.9% | -1.6% | +0.7% | -0.3% |
| 30D | -13.5% | -5.2% | -8.2% | -11.5% |
| 3M | -18.4% | +1.5% | -19.9% | -19.1% |
| 6M | -10.6% | -3.9% | -6.6% | -9.4% |
| YTD | -25.1% | -11.6% | -13.4% | -21.7% |
| 1Y | -28.6% | -2.9% | -25.7% | -28.9% |
| 3Y | +65.6% | +33.7% | +31.8% | +38.9% |
| All | +25.1% | +53.5% | -28.4% | +10.8% |
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