+64.2%
AIG vs ULTA
+132.3%
-68.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.3% |
| 7D | -1.2% | -3.1% | +1.9% | -0.1% |
| 30D | -1.1% | +2.8% | -3.9% | -2.3% |
| 3M | +0.7% | +14.8% | -14.1% | -4.7% |
| 6M | -2.2% | -16.2% | +14.1% | +2.7% |
| YTD | -10.8% | -9.6% | -1.2% | -9.4% |
| 1Y | -2.0% | +4.8% | -6.8% | -6.4% |
| 3Y | +34.8% | +30.7% | +4.1% | +12.1% |
| 5Y | +55.0% | +45.9% | +9.2% | +17.2% |
| All | +64.2% | +132.3% | -68.1% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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