+57.2%
PPL vs AIG
+30.9%
+26.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.4% | +0.2% |
| 7D | +0.4% | -5.1% | +5.5% | +1.4% |
| 30D | +5.4% | +2.8% | +2.7% | +4.9% |
| 3M | +4.3% | -2.1% | +6.4% | +4.6% |
| 6M | -1.3% | +1.4% | -2.7% | -1.8% |
| YTD | +4.7% | -7.4% | +12.0% | +6.2% |
| 1Y | +1.3% | +4.4% | -3.2% | -0.3% |
| 3Y | +57.2% | +30.0% | +27.2% | +48.2% |
| All | +57.2% | +30.9% | +26.4% | +48.2% |
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