+52.7%
AIG vs PL
+79.0%
-26.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.9% |
| 7D | -1.6% | -7.5% | +5.9% | -1.2% |
| 30D | -5.2% | -25.6% | +20.4% | -3.7% |
| 3M | +1.5% | -45.6% | +47.1% | +4.6% |
| 6M | -3.9% | -29.5% | +25.6% | -3.9% |
| YTD | -11.6% | -9.7% | -1.9% | -13.5% |
| 1Y | -2.9% | +84.4% | -87.3% | -10.6% |
| 3Y | +33.7% | +550.0% | -516.3% | +3.6% |
| 5Y | +52.7% | +79.0% | -26.3% | +26.0% |
| All | +52.7% | +79.0% | -26.3% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling