+88.6%
AIG vs PR
+149.9%
-61.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +2.6% |
| 7D | -3.4% | -12.4% | +9.0% | -1.7% |
| 30D | +3.4% | -6.6% | +9.9% | +4.1% |
| 3M | +1.7% | +7.5% | -5.8% | +0.4% |
| 6M | +5.7% | +10.8% | -5.1% | +3.6% |
| YTD | -5.1% | +57.0% | -62.1% | -11.5% |
| 1Y | +6.1% | +67.9% | -61.9% | -2.0% |
| 3Y | +35.5% | +87.6% | -52.1% | +21.6% |
| 5Y | +51.9% | +220.4% | -168.4% | +23.3% |
| 10Y | +68.2% | +64.8% | +3.4% | +13.2% |
| All | +88.6% | +149.9% | -61.3% | +28.2% |
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