+63.5%
AIG vs PRU
+138.7%
-75.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.6% |
| 7D | -2.4% | -3.8% | +1.5% | +0.6% |
| 30D | -2.9% | -2.0% | -0.9% | -1.5% |
| 3M | +0.8% | +14.0% | -13.2% | -9.4% |
| 6M | -2.7% | +27.2% | -29.9% | -20.2% |
| YTD | -11.2% | +9.1% | -20.3% | -18.4% |
| 1Y | -1.5% | +18.1% | -19.6% | -15.2% |
| 3Y | +34.4% | +44.3% | -9.9% | -5.5% |
| 5Y | +54.4% | +45.7% | +8.7% | +7.4% |
| All | +63.5% | +138.7% | -75.2% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PRU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling