-2.0%
AIG vs PRU
+18.7%
-20.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -1.2% | -2.3% | +1.1% | -0.1% |
| 30D | -1.1% | -1.7% | +0.7% | -0.3% |
| 3M | +0.7% | +13.2% | -12.6% | -5.1% |
| 6M | -2.2% | +28.8% | -30.9% | -13.0% |
| YTD | -10.8% | +9.8% | -20.6% | -15.3% |
| 1Y | -2.0% | +17.4% | -19.4% | -11.3% |
| All | -2.0% | +18.7% | -20.8% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling