+14.2%
PEP vs AIG
+5.9%
+8.3%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.0% |
| 7D | +2.9% | +6.6% | -3.7% | -0.6% |
| 30D | +12.5% | +7.0% | +5.5% | +8.4% |
| All | +14.2% | +5.9% | +8.3% | +10.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling