-19.0%
PYPL vs AIG
-4.5%
-14.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.4% | -3.2% |
| 7D | +2.4% | -0.9% | +3.4% | +2.5% |
| 30D | -5.1% | -4.9% | -0.2% | -4.8% |
| 3M | +28.6% | +4.5% | +24.1% | +27.6% |
| 6M | +17.9% | -1.4% | +19.4% | +17.6% |
| YTD | -5.3% | -9.8% | +4.5% | -4.3% |
| 1Y | -19.0% | -4.5% | -14.5% | -18.1% |
| All | -19.0% | -4.5% | -14.6% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling