+154.3%
PSX vs AIG
+39.0%
+115.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.8% |
| 7D | +6.4% | +2.0% | +4.4% | +5.6% |
| 30D | -10.2% | +6.3% | -16.5% | -12.4% |
| 3M | +17.2% | +9.2% | +8.0% | +13.1% |
| 6M | +51.8% | +9.5% | +42.2% | +45.7% |
| YTD | +108.0% | -1.6% | +109.6% | +109.1% |
| 1Y | +96.1% | +8.5% | +87.7% | +87.6% |
| All | +154.3% | +39.0% | +115.2% | +112.0% |
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