+188.9%
AIG vs PSLV
+109.5%
+79.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.2% | -3.5% | +2.3% | -0.9% |
| 30D | -1.1% | -2.1% | +1.1% | -1.0% |
| 3M | +0.7% | -1.6% | +2.3% | +0.6% |
| 6M | -2.2% | -25.5% | +23.3% | -0.3% |
| YTD | -10.8% | -11.4% | +0.6% | -11.7% |
| 1Y | -2.0% | +48.6% | -50.6% | -8.3% |
| 3Y | +34.8% | +166.9% | -132.0% | +17.8% |
| 5Y | +55.0% | +152.4% | -97.4% | +35.1% |
| 10Y | +65.1% | +187.8% | -122.7% | +37.1% |
| All | +188.9% | +109.5% | +79.4% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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