+185.5%
PAAS vs AIG
+72.2%
+113.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.4% | -9.2% | -6.5% |
| 7D | +4.2% | +2.2% | +2.0% | +3.7% |
| 30D | -13.8% | +6.9% | -20.6% | -15.0% |
| 3M | -22.7% | +6.8% | -29.5% | -23.8% |
| 6M | -32.1% | +9.2% | -41.3% | -33.5% |
| YTD | -22.3% | -1.9% | -20.4% | -22.4% |
| 1Y | +7.7% | +9.7% | -2.0% | +4.9% |
| 3Y | +214.0% | +37.9% | +176.1% | +190.5% |
| 5Y | +63.2% | +56.8% | +6.4% | +45.3% |
| 10Y | +185.5% | +67.6% | +117.9% | +115.5% |
| All | +185.5% | +72.2% | +113.3% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling