-24.4%
AIG vs PEG
+2,889.2%
-2,913.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.3% |
| 7D | -1.4% | -0.1% | -1.4% | -1.4% |
| 30D | -3.3% | -1.7% | -1.6% | -2.4% |
| 3M | +2.2% | -6.8% | +9.0% | +6.3% |
| 6M | -2.1% | -11.4% | +9.2% | +4.6% |
| YTD | -11.2% | -7.2% | -4.0% | -8.0% |
| 1Y | -2.1% | -6.1% | +4.0% | +0.4% |
| 3Y | +34.4% | +31.8% | +2.6% | +8.6% |
| 5Y | +53.7% | +35.6% | +18.1% | +20.2% |
| 10Y | +64.4% | +148.7% | -84.3% | -12.4% |
| All | -24.4% | +2,889.2% | -2,913.6% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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