+36.1%
PYPL vs AIG
+65.5%
-29.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -4.3% | -1.4% | -2.9% | -3.8% |
| 30D | -11.5% | -3.3% | -8.1% | -10.4% |
| 3M | +26.1% | +2.2% | +24.0% | +24.9% |
| 6M | +13.7% | -2.1% | +15.8% | +14.1% |
| YTD | -9.8% | -11.2% | +1.3% | -6.7% |
| 1Y | -22.1% | -2.1% | -19.9% | -22.4% |
| 3Y | -13.5% | +34.4% | -47.9% | -23.2% |
| 5Y | -81.6% | +53.7% | -135.3% | -84.5% |
| All | +36.1% | +65.5% | -29.4% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling