-91.4%
AIG vs PODD
+736.9%
-828.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.1% |
| 7D | -1.6% | -4.1% | +2.5% | -0.5% |
| 30D | -5.2% | +0.8% | -6.0% | -5.5% |
| 3M | +1.5% | -6.1% | +7.5% | +1.7% |
| 6M | -3.9% | -40.0% | +36.0% | +7.0% |
| YTD | -11.6% | -49.9% | +38.3% | +2.9% |
| 1Y | -2.9% | -59.3% | +56.4% | +18.6% |
| 3Y | +33.7% | -17.2% | +51.0% | +28.9% |
| 5Y | +52.7% | -53.0% | +105.7% | +63.0% |
| 10Y | +62.6% | +226.1% | -163.5% | -12.6% |
| All | -91.4% | +736.9% | -828.3% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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