+826.4%
PM vs AIG
-82.8%
+909.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | +0.2% |
| 7D | -6.6% | +2.2% | -8.8% | -6.9% |
| 30D | -3.4% | +6.9% | -10.3% | -4.2% |
| 3M | +5.3% | +6.8% | -1.4% | +4.5% |
| 6M | +15.5% | +9.2% | +6.3% | +14.3% |
| YTD | +24.3% | -1.9% | +26.2% | +24.3% |
| 1Y | +29.7% | +9.7% | +20.0% | +28.0% |
| 3Y | +144.9% | +37.9% | +107.0% | +134.7% |
| 5Y | +159.0% | +56.8% | +102.2% | +143.2% |
| 10Y | +250.9% | +67.6% | +183.3% | +216.4% |
| All | +826.4% | -82.8% | +909.2% | +701.9% |
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