+35.5%
AIG vs PL
+544.4%
-508.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +14.5% | -12.1% | +2.0% |
| 7D | -3.4% | +10.9% | -14.2% | -3.7% |
| 30D | +3.4% | -16.4% | +19.7% | +3.8% |
| 3M | +1.7% | -39.9% | +41.7% | +3.3% |
| 6M | +5.7% | -63.2% | +68.9% | +8.6% |
| YTD | -5.1% | -27.1% | +22.0% | -6.3% |
| 1Y | +6.1% | +12.2% | -6.1% | +1.9% |
| 3Y | +35.5% | +584.3% | -548.8% | +9.7% |
| All | +35.5% | +544.4% | -508.9% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling