+64.2%
AIG vs URA
+346.2%
-282.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.2% |
| 7D | -1.2% | -5.5% | +4.3% | +0.1% |
| 30D | -1.1% | -3.7% | +2.6% | -0.5% |
| 3M | +0.7% | -2.9% | +3.6% | +0.6% |
| 6M | -2.2% | -15.2% | +13.1% | -0.1% |
| YTD | -10.8% | +1.9% | -12.7% | -14.9% |
| 1Y | -2.0% | +6.9% | -9.0% | -9.7% |
| 3Y | +34.8% | +99.6% | -64.8% | -4.5% |
| 5Y | +55.0% | +101.2% | -46.1% | +2.5% |
| All | +64.2% | +346.2% | -282.0% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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