+51.4%
PYPL vs AIG
+62.7%
-11.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | +2.7% | -0.9% | +3.6% | +3.1% |
| 30D | -4.9% | -4.9% | 0.0% | -3.1% |
| 3M | +28.9% | +4.5% | +24.4% | +26.4% |
| 6M | +18.2% | -1.4% | +19.7% | +18.3% |
| YTD | -5.0% | -9.8% | +4.8% | -2.2% |
| 1Y | -18.8% | -4.5% | -14.3% | -18.5% |
| 3Y | -12.6% | +37.4% | -50.0% | -23.6% |
| 5Y | -80.8% | +55.0% | -135.8% | -84.0% |
| 10Y | +49.9% | +63.7% | -13.8% | +7.3% |
| All | +51.4% | +62.7% | -11.4% | +9.5% |
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