+116.1%
PAAS vs AIG
+53.5%
+62.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | +2.0% | -1.6% | +3.6% | +2.3% |
| 30D | -0.1% | -5.2% | +5.1% | +0.9% |
| 3M | +8.2% | +1.5% | +6.8% | +7.7% |
| 6M | -13.8% | -3.9% | -9.9% | -13.4% |
| YTD | -0.6% | -11.6% | +11.0% | +1.4% |
| 1Y | +44.0% | -2.9% | +46.9% | +43.4% |
| 3Y | +246.6% | +33.7% | +212.8% | +223.7% |
| 5Y | +116.1% | +52.7% | +63.4% | +97.7% |
| All | +116.1% | +53.5% | +62.5% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling