+79.3%
AIG vs PR
+169.5%
-90.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -0.9% | +2.9% | -3.8% | -1.3% |
| 30D | -4.9% | +18.0% | -22.9% | -7.0% |
| 3M | +4.5% | +16.9% | -12.4% | +2.0% |
| 6M | -1.4% | +28.2% | -29.7% | -5.2% |
| YTD | -9.8% | +69.3% | -79.1% | -16.5% |
| 1Y | -4.5% | +69.5% | -74.0% | -11.8% |
| 3Y | +37.4% | +81.7% | -44.2% | +24.0% |
| 5Y | +55.0% | +422.2% | -367.3% | +18.4% |
| 10Y | +63.7% | +110.4% | -46.7% | +10.5% |
| All | +79.3% | +169.5% | -90.2% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling