+63.5%
AIG vs P
+709.5%
-646.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.2% |
| 7D | -1.4% | +5.0% | -6.5% | -2.4% |
| 30D | -3.3% | -0.9% | -2.4% | -3.7% |
| 3M | +2.2% | +38.7% | -36.5% | -5.2% |
| 6M | -2.1% | +54.4% | -56.5% | -12.3% |
| YTD | -11.2% | +44.8% | -56.0% | -20.2% |
| 1Y | -2.1% | +22.5% | -24.6% | -10.9% |
| 3Y | +34.4% | +148.2% | -113.9% | -5.4% |
| 5Y | +53.7% | +268.9% | -215.2% | -7.6% |
| All | +63.5% | +709.5% | -646.0% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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