+3,449.8%
PFE vs AIG
-14.1%
+3,464.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -3.0% | +1.4% | -4.4% | -3.2% |
| 30D | +5.2% | +6.6% | -1.4% | +4.2% |
| 3M | +12.2% | +7.9% | +4.4% | +10.9% |
| 6M | +17.8% | +10.4% | +7.4% | +15.9% |
| YTD | +26.2% | -1.3% | +27.5% | +26.1% |
| 1Y | +23.2% | +11.5% | +11.7% | +20.8% |
| 3Y | +21.3% | +38.8% | -17.5% | +14.5% |
| 5Y | -23.1% | +57.8% | -80.9% | -29.6% |
| 10Y | +50.7% | +68.4% | -17.7% | +30.9% |
| All | +3,449.8% | -14.1% | +3,464.0% | +1,736.9% |
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