-77.0%
PATH vs AIG
+47.6%
-124.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.9% | +1.7% |
| 7D | -5.3% | -5.1% | -0.2% | -3.0% |
| 30D | -0.5% | +2.8% | -3.3% | -2.0% |
| 3M | -7.1% | -2.1% | -5.0% | -6.4% |
| 6M | +23.8% | +1.4% | +22.4% | +22.6% |
| YTD | -20.7% | -7.4% | -13.3% | -18.7% |
| 1Y | -8.1% | +4.4% | -12.5% | -12.1% |
| 3Y | -21.8% | +30.0% | -51.8% | -37.2% |
| All | -77.0% | +47.6% | -124.6% | -83.6% |
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