+661.1%
BX vs AIG
+66.2%
+594.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -5.6% | -1.2% | -4.5% | -5.1% |
| 30D | -12.2% | -1.1% | -11.2% | -11.8% |
| 3M | +7.4% | +0.7% | +6.7% | +6.7% |
| 6M | +22.2% | -2.2% | +24.3% | +22.9% |
| YTD | -14.0% | -10.8% | -3.2% | -9.7% |
| 1Y | -27.3% | -2.0% | -25.3% | -27.8% |
| 3Y | +24.5% | +34.8% | -10.3% | +4.1% |
| 5Y | +18.9% | +55.0% | -36.2% | -7.8% |
| All | +661.1% | +66.2% | +594.9% | +381.8% |
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 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