+46.9%
PM vs AIG
+6.0%
+40.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | +4.3% | +2.3% | +2.0% | +3.8% |
| 30D | +11.5% | +8.8% | +2.7% | +9.8% |
| 3M | +13.0% | +3.7% | +9.3% | +12.2% |
| 6M | +25.9% | +6.8% | +19.2% | +24.4% |
| YTD | +34.0% | -2.6% | +36.6% | +33.9% |
| 1Y | +46.9% | +3.7% | +43.2% | +47.0% |
| All | +46.9% | +6.0% | +40.9% | +47.0% |
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