+1,112.1%
PSX vs AIG
+218.0%
+894.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.7% |
| 7D | +4.5% | -0.9% | +5.5% | +5.1% |
| 30D | +26.6% | -4.9% | +31.5% | +30.1% |
| 3M | +39.3% | +4.5% | +34.8% | +35.2% |
| 6M | +56.8% | -1.4% | +58.3% | +56.2% |
| YTD | +101.8% | -9.8% | +111.6% | +111.1% |
| 1Y | +99.6% | -4.5% | +104.1% | +100.6% |
| 3Y | +140.3% | +37.4% | +102.9% | +92.0% |
| 5Y | +339.3% | +55.0% | +284.4% | +217.2% |
| 10Y | +369.9% | +63.7% | +306.2% | +188.4% |
| All | +1,112.1% | +218.0% | +894.0% | +434.9% |
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