+78.0%
AIG vs PL
+75.7%
+2.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.7% |
| 7D | -1.4% | -13.9% | +12.4% | -0.6% |
| 30D | -3.3% | -25.5% | +22.1% | -1.8% |
| 3M | +2.2% | -44.8% | +46.9% | +5.2% |
| 6M | -2.1% | -33.3% | +31.2% | -1.7% |
| YTD | -11.2% | -12.7% | +1.5% | -13.0% |
| 1Y | -2.1% | +90.9% | -93.0% | -10.2% |
| 3Y | +34.4% | +528.5% | -494.1% | +4.2% |
| 5Y | +53.7% | +72.7% | -19.0% | +24.2% |
| All | +78.0% | +75.7% | +2.3% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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