+135.3%
PSX vs AIG
+33.4%
+102.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.5% |
| 7D | +1.8% | -1.4% | +3.3% | +2.4% |
| 30D | +21.6% | -3.3% | +25.0% | +23.2% |
| 3M | +46.5% | +2.2% | +44.3% | +44.6% |
| 6M | +62.0% | -2.1% | +64.1% | +62.1% |
| YTD | +106.3% | -11.2% | +117.5% | +115.8% |
| 1Y | +103.0% | -2.1% | +105.1% | +101.1% |
| All | +135.3% | +33.4% | +102.0% | +104.5% |
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