+1,030.3%
PAAS vs AIG
-61.1%
+1,091.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.7% |
| 7D | +8.8% | -3.4% | +12.2% | +9.2% |
| 30D | -8.5% | +3.4% | -11.8% | -8.7% |
| 3M | -17.0% | +1.7% | -18.8% | -17.2% |
| 6M | -27.9% | +5.7% | -33.6% | -28.3% |
| YTD | -17.5% | -5.1% | -12.3% | -17.3% |
| 1Y | +22.8% | +6.1% | +16.8% | +21.8% |
| 3Y | +224.2% | +35.5% | +188.8% | +213.9% |
| 5Y | +73.6% | +51.9% | +21.7% | +65.5% |
| 10Y | +186.4% | +68.2% | +118.2% | +161.9% |
| All | +1,030.3% | -61.1% | +1,091.4% | +826.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling