-81.2%
PATH vs AIG
+94.4%
-175.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.9% | +1.5% |
| 7D | -5.3% | -5.1% | -0.2% | -3.3% |
| 30D | -0.5% | +2.8% | -3.3% | -1.8% |
| 3M | -7.1% | -2.1% | -5.0% | -6.5% |
| 6M | +23.8% | +1.4% | +22.4% | +22.8% |
| YTD | -20.7% | -7.4% | -13.3% | -18.9% |
| 1Y | -8.1% | +4.4% | -12.5% | -11.5% |
| 3Y | -21.8% | +30.0% | -51.8% | -34.5% |
| 5Y | -76.8% | +47.9% | -124.7% | -82.2% |
| All | -81.2% | +94.4% | -175.6% | -82.2% |
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