+1,269.9%
PAAS vs AIG
-63.0%
+1,332.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -2.3% |
| 7D | -2.9% | -0.9% | -2.0% | -2.8% |
| 30D | +6.8% | -4.9% | +11.7% | +7.3% |
| 3M | -2.9% | +4.5% | -7.3% | -3.4% |
| 6M | -16.4% | -1.4% | -15.0% | -16.4% |
| YTD | 0.0% | -9.8% | +9.8% | +0.7% |
| 1Y | +54.3% | -4.5% | +58.9% | +54.4% |
| 3Y | +230.7% | +37.4% | +193.2% | +219.7% |
| 5Y | +111.6% | +55.0% | +56.7% | +101.3% |
| 10Y | +211.7% | +63.7% | +148.0% | +186.0% |
| All | +1,269.9% | -63.0% | +1,332.9% | +1,027.8% |
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