-76.8%
PATH vs AIG
+46.4%
-123.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.3% |
| 7D | -5.6% | -0.6% | -5.0% | -5.3% |
| 30D | -0.7% | +7.7% | -8.4% | -4.2% |
| 3M | -5.9% | +1.7% | -7.5% | -6.7% |
| 6M | +21.6% | +4.5% | +17.1% | +18.8% |
| YTD | -20.6% | -3.6% | -17.0% | -20.1% |
| 1Y | -10.6% | +8.7% | -19.2% | -16.0% |
| 3Y | -24.9% | +35.7% | -60.6% | -40.9% |
| 5Y | -76.8% | +53.9% | -130.7% | -83.8% |
| All | -76.8% | +46.4% | -123.2% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling