+912.2%
BX vs AIG
-91.4%
+1,003.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.1% | -3.8% |
| 7D | -5.7% | -1.4% | -4.2% | -5.3% |
| 30D | -8.9% | -3.3% | -5.6% | -8.1% |
| 3M | +8.4% | +2.2% | +6.2% | +7.7% |
| 6M | +18.9% | -2.1% | +21.0% | +19.3% |
| YTD | -13.6% | -11.2% | -2.4% | -11.3% |
| 1Y | -22.4% | -2.1% | -20.3% | -22.5% |
| 3Y | +26.0% | +34.4% | -8.4% | +16.2% |
| 5Y | +18.8% | +53.7% | -34.9% | +6.3% |
| 10Y | +668.7% | +64.4% | +604.3% | +550.8% |
| All | +912.2% | -91.4% | +1,003.6% | +1,559.5% |
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