-24.4%
AIG vs PHM
+10,710.1%
-10,734.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | -2.4% | -6.4% | +4.0% | -0.3% |
| 30D | -2.9% | -12.1% | +9.1% | +1.1% |
| 3M | +0.8% | -1.5% | +2.3% | +0.7% |
| 6M | -2.7% | -6.0% | +3.4% | -1.7% |
| YTD | -11.2% | -0.3% | -10.9% | -12.5% |
| 1Y | -1.5% | -13.3% | +11.8% | +1.3% |
| 3Y | +34.4% | +47.6% | -13.2% | +11.3% |
| 5Y | +54.4% | +154.7% | -100.3% | +2.6% |
| 10Y | +64.4% | +552.4% | -488.0% | -23.3% |
| All | -24.4% | +10,710.1% | -10,734.6% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling