-22.9%
PATH vs AIG
+39.5%
-62.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +2.1% | +6.6% | -4.5% | +0.6% |
| 30D | +1.6% | +7.0% | -5.4% | 0.0% |
| 3M | -20.4% | +9.7% | -30.1% | -22.1% |
| 6M | +40.1% | +10.8% | +29.3% | +37.0% |
| YTD | -19.0% | -1.3% | -17.8% | -19.0% |
| 1Y | -5.8% | +8.4% | -14.2% | -8.7% |
| 3Y | -22.9% | +39.0% | -61.9% | -29.9% |
| All | -22.9% | +39.5% | -62.5% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling