+64.2%
AIG vs PHM
+568.1%
-504.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | -1.2% | -5.0% | +3.8% | +0.7% |
| 30D | -1.1% | -8.4% | +7.4% | +2.0% |
| 3M | +0.7% | -4.4% | +5.1% | +1.6% |
| 6M | -2.2% | -3.7% | +1.6% | -2.1% |
| YTD | -10.8% | +1.3% | -12.1% | -13.0% |
| 1Y | -2.0% | -14.0% | +12.0% | +1.4% |
| 3Y | +34.8% | +48.1% | -13.3% | +6.2% |
| 5Y | +55.0% | +158.8% | -103.7% | -10.0% |
| All | +64.2% | +568.1% | -504.0% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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