+34.3%
AIG vs URA
+116.4%
-82.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.5% |
| 7D | -1.4% | +5.7% | -7.2% | -1.7% |
| 30D | -3.3% | +5.6% | -8.9% | -3.6% |
| 3M | +2.2% | +6.2% | -4.0% | +1.8% |
| 6M | -2.1% | -8.2% | +6.1% | -2.0% |
| YTD | -11.2% | +9.7% | -20.9% | -12.7% |
| 1Y | -2.1% | +17.0% | -19.1% | -5.4% |
| All | +34.3% | +116.4% | -82.1% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling