+125.1%
PM vs AIG
+53.5%
+71.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.7% |
| 7D | -1.3% | -1.6% | +0.3% | -0.9% |
| 30D | -2.6% | -5.2% | +2.7% | -1.3% |
| 3M | +5.8% | +1.5% | +4.3% | +5.3% |
| 6M | +10.6% | -3.9% | +14.5% | +11.4% |
| YTD | +17.2% | -11.6% | +28.8% | +20.4% |
| 1Y | +17.6% | -2.9% | +20.6% | +17.7% |
| 3Y | +124.3% | +33.7% | +90.5% | +103.2% |
| 5Y | +125.1% | +52.7% | +72.4% | +89.7% |
| All | +125.1% | +53.5% | +71.5% | +89.7% |
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