+39.0%
PYPL vs AIG
+65.5%
-26.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.9% | -2.4% | -3.6% | -5.1% |
| 30D | -9.4% | -2.9% | -6.5% | -8.5% |
| 3M | +31.3% | +0.8% | +30.5% | +30.6% |
| 6M | +19.1% | -2.7% | +21.8% | +19.7% |
| YTD | -7.9% | -11.2% | +3.3% | -4.7% |
| 1Y | -17.9% | -1.5% | -16.4% | -18.5% |
| 3Y | -11.6% | +34.4% | -46.0% | -21.5% |
| 5Y | -81.0% | +54.4% | -135.5% | -84.0% |
| All | +39.0% | +65.5% | -26.5% | -3.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling