+63.3%
PYPL vs AIG
+78.1%
-14.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +0.1% | +6.6% | -6.5% | -2.3% |
| 30D | +5.7% | +7.0% | -1.3% | +2.9% |
| 3M | -1.9% | +9.7% | -11.6% | -5.4% |
| 6M | +31.8% | +10.8% | +21.0% | +26.2% |
| YTD | +2.4% | -1.3% | +3.7% | +1.9% |
| 1Y | -8.2% | +8.4% | -16.6% | -12.1% |
| 3Y | +10.2% | +39.0% | -28.8% | -4.2% |
| 5Y | -71.2% | +59.6% | -130.8% | -76.4% |
| 10Y | +49.6% | +68.4% | -18.9% | +7.3% |
| All | +63.3% | +78.1% | -14.8% | +14.0% |
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