+7.4%
PLD vs AIG
+10.1%
-2.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -1.2% |
| 7D | +0.8% | +2.2% | -1.4% | +0.2% |
| 30D | +0.5% | +6.9% | -6.4% | -1.3% |
| 3M | -5.5% | +6.8% | -12.3% | -7.2% |
| 6M | -8.3% | +9.2% | -17.6% | -10.6% |
| YTD | +4.3% | -1.9% | +6.2% | +3.9% |
| 1Y | +7.4% | +9.7% | -2.2% | +4.9% |
| All | +7.4% | +10.1% | -2.7% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling