+64.4%
AIG vs PR
+88.3%
-23.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -3.3% | +11.3% | -14.6% | -4.8% |
| 3M | +2.2% | +24.1% | -21.9% | -1.0% |
| 6M | -2.1% | +25.4% | -27.5% | -5.6% |
| YTD | -11.2% | +71.2% | -82.4% | -17.9% |
| 1Y | -2.1% | +78.6% | -80.7% | -10.2% |
| 3Y | +34.4% | +85.2% | -50.9% | +20.8% |
| 5Y | +53.7% | +419.0% | -365.3% | +17.3% |
| 10Y | +64.4% | +86.2% | -21.8% | +9.9% |
| All | +64.4% | +88.3% | -23.9% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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