-8.1%
PATH vs AIG
+3.9%
-11.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.9% | -0.1% |
| 7D | -5.3% | -5.1% | -0.2% | -5.3% |
| 30D | -0.5% | +2.8% | -3.3% | -0.4% |
| 3M | -7.1% | -2.1% | -5.0% | -7.6% |
| 6M | +23.8% | +1.4% | +22.4% | +23.9% |
| YTD | -20.7% | -7.4% | -13.3% | -24.6% |
| 1Y | -8.1% | +4.4% | -12.5% | -10.2% |
| All | -8.1% | +3.9% | -11.9% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling