-35.5%
PAAS vs AIG
+8.7%
-44.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.4% | -9.2% | -5.6% |
| 7D | +4.2% | +2.2% | +2.0% | +4.3% |
| 30D | -13.8% | +6.9% | -20.6% | -13.5% |
| 3M | -22.7% | +6.8% | -29.5% | -22.8% |
| All | -35.5% | +8.7% | -44.2% | -36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling