+196.2%
PAAS vs AIG
+67.5%
+128.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -8.9% | +6.6% | -15.5% | -10.1% |
| 30D | -11.4% | +7.0% | -18.4% | -12.7% |
| 3M | -20.4% | +9.7% | -30.1% | -22.0% |
| 6M | -40.7% | +10.8% | -51.5% | -42.1% |
| YTD | -26.9% | -1.3% | -25.7% | -27.2% |
| 1Y | -3.1% | +8.4% | -11.4% | -5.3% |
| 3Y | +199.3% | +39.0% | +160.2% | +176.3% |
| 5Y | +48.3% | +59.6% | -11.3% | +31.5% |
| All | +196.2% | +67.5% | +128.7% | +120.1% |
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