-2.1%
BROS vs AIG
+71.4%
-73.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.1% | +6.3% |
| 7D | +6.3% | +6.6% | -0.3% | +3.5% |
| 30D | -8.3% | +7.0% | -15.4% | -10.8% |
| 3M | -29.8% | +9.7% | -39.5% | -32.4% |
| 6M | -25.8% | +10.8% | -36.6% | -29.1% |
| YTD | -41.4% | -1.3% | -40.1% | -41.5% |
| 1Y | -35.2% | +8.4% | -43.5% | -38.0% |
| 3Y | +32.8% | +39.0% | -6.2% | +10.4% |
| 5Y | -42.2% | +59.6% | -101.8% | -56.1% |
| All | -2.1% | +71.4% | -73.5% | -17.2% |
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