-12.5%
PEP vs AIG
+34.0%
-46.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | +0.7% | -5.2% | +5.9% | +1.6% |
| 3M | -0.5% | +1.5% | -2.0% | -0.7% |
| 6M | -11.3% | -3.9% | -7.4% | -10.8% |
| YTD | -0.6% | -11.6% | +11.0% | +1.2% |
| 1Y | +1.7% | -2.9% | +4.6% | +1.6% |
| 3Y | -12.5% | +33.7% | -46.2% | -18.5% |
| All | -12.5% | +34.0% | -46.5% | -18.5% |
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