+124.3%
PM vs AIG
+34.0%
+90.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.6% |
| 7D | -1.3% | -1.6% | +0.3% | -1.0% |
| 30D | -2.6% | -5.2% | +2.7% | -1.5% |
| 3M | +5.8% | +1.5% | +4.3% | +5.4% |
| 6M | +10.6% | -3.9% | +14.5% | +11.2% |
| YTD | +17.2% | -11.6% | +28.8% | +19.8% |
| 1Y | +17.6% | -2.9% | +20.6% | +17.8% |
| 3Y | +124.3% | +33.7% | +90.5% | +97.0% |
| All | +124.3% | +34.0% | +90.2% | +97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling