-91.8%
AIG vs PRU
+806.6%
-898.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.2% |
| 7D | -0.9% | +1.9% | -2.8% | -2.2% |
| 30D | -4.9% | +2.7% | -7.6% | -6.7% |
| 3M | +4.5% | +19.5% | -15.0% | -7.3% |
| 6M | -1.4% | +26.6% | -28.1% | -16.2% |
| YTD | -9.8% | +12.3% | -22.1% | -17.5% |
| 1Y | -4.5% | +18.0% | -22.6% | -15.5% |
| 3Y | +37.4% | +47.0% | -9.6% | +2.8% |
| 5Y | +55.0% | +48.4% | +6.5% | +15.9% |
| 10Y | +63.7% | +142.4% | -78.8% | -11.3% |
| All | -91.8% | +806.6% | -898.4% | -98.4% |
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 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