-81.0%
PATH vs AIG
+106.4%
-187.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.7% | +2.0% | -1.3% | -0.2% |
| 30D | -1.1% | +6.3% | -7.5% | -3.8% |
| 3M | -14.2% | +9.2% | -23.3% | -17.3% |
| 6M | +30.9% | +9.5% | +21.4% | +25.8% |
| YTD | -20.1% | -1.6% | -18.5% | -20.3% |
| 1Y | -8.1% | +8.5% | -16.5% | -12.7% |
| 3Y | -24.3% | +38.3% | -62.6% | -38.2% |
| 5Y | -75.6% | +59.0% | -134.7% | -81.7% |
| All | -81.0% | +106.4% | -187.5% | -82.5% |
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