+10.4%
AIG vs PRU
+24.9%
-14.5%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | +1.4% | -2.8% | +4.2% | +2.7% |
| 30D | +6.6% | +8.5% | -1.9% | +2.3% |
| 3M | +7.9% | +1.7% | +6.1% | +6.9% |
| 6M | +10.4% | +24.8% | -14.4% | -6.4% |
| All | +10.4% | +24.9% | -14.5% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling