+1,158.7%
PSX vs AIG
+248.1%
+910.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +7.8% | +6.6% | +1.2% | +3.9% |
| 30D | -10.9% | +7.0% | -17.9% | -14.5% |
| 3M | +14.5% | +9.7% | +4.8% | +8.2% |
| 6M | +56.1% | +10.8% | +45.3% | +45.9% |
| YTD | +109.6% | -1.3% | +110.9% | +107.5% |
| 1Y | +95.5% | +8.4% | +87.2% | +83.1% |
| 3Y | +156.2% | +39.0% | +117.2% | +103.5% |
| 5Y | +310.0% | +59.6% | +250.4% | +190.8% |
| 10Y | +368.0% | +68.4% | +299.6% | +181.4% |
| All | +1,158.7% | +248.1% | +910.6% | +425.8% |
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