-91.0%
AIG vs PRU
+817.9%
-909.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | -0.3% |
| 7D | +6.6% | +3.6% | +3.0% | +4.1% |
| 30D | +7.0% | +8.9% | -1.9% | +1.0% |
| 3M | +9.7% | +0.2% | +9.5% | +9.1% |
| 6M | +10.8% | +23.7% | -12.9% | -4.3% |
| YTD | -1.3% | +13.7% | -15.0% | -10.7% |
| 1Y | +8.4% | +20.6% | -12.3% | -5.8% |
| 3Y | +39.0% | +56.3% | -17.3% | -0.4% |
| 5Y | +59.6% | +42.3% | +17.3% | +22.4% |
| 10Y | +68.4% | +99.3% | -30.8% | +3.0% |
| All | -91.0% | +817.9% | -909.0% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling