+362.6%
PSX vs AIG
+53.2%
+309.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +1.7% | -1.2% | +2.9% | +2.3% |
| 30D | +15.6% | -1.1% | +16.7% | +16.2% |
| 3M | +46.5% | +0.7% | +45.8% | +45.5% |
| 6M | +55.0% | -2.2% | +57.2% | +55.1% |
| YTD | +105.3% | -10.8% | +116.1% | +115.0% |
| 1Y | +101.6% | -2.0% | +103.6% | +99.8% |
| 3Y | +134.1% | +34.8% | +99.3% | +93.9% |
| All | +362.6% | +53.2% | +309.4% | +238.5% |
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 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