-23.1%
PFE vs AIG
+58.0%
-81.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -3.0% | +1.4% | -4.4% | -3.3% |
| 30D | +5.2% | +6.6% | -1.4% | +3.9% |
| 3M | +12.2% | +7.9% | +4.4% | +10.5% |
| 6M | +17.8% | +10.4% | +7.4% | +15.3% |
| YTD | +26.2% | -1.3% | +27.5% | +26.0% |
| 1Y | +23.2% | +11.5% | +11.7% | +19.9% |
| 3Y | +21.3% | +38.8% | -17.5% | +13.1% |
| 5Y | -23.1% | +57.8% | -80.9% | -29.2% |
| All | -23.1% | +58.0% | -81.1% | -29.2% |
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