+3,159.9%
PEP vs AIG
-21.5%
+3,181.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.6% |
| 7D | -1.4% | -0.9% | -0.5% | -1.3% |
| 30D | +0.2% | -4.9% | +5.1% | +0.8% |
| 3M | -1.1% | +4.5% | -5.6% | -1.6% |
| 6M | -13.5% | -1.4% | -12.0% | -13.4% |
| YTD | -1.2% | -9.8% | +8.6% | -0.2% |
| 1Y | -1.6% | -4.5% | +3.0% | -1.3% |
| 3Y | -12.5% | +37.4% | -50.0% | -16.1% |
| 5Y | +3.0% | +55.0% | -51.9% | -3.2% |
| 10Y | +73.9% | +63.7% | +10.3% | +57.1% |
| All | +3,159.9% | -21.5% | +3,181.5% | +1,355.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling