+169.2%
AIG vs URA
-31.1%
+200.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | -0.9% | +1.1% | -2.0% | -1.3% |
| 30D | -4.9% | +7.4% | -12.3% | -7.2% |
| 3M | +4.5% | -8.4% | +12.9% | +5.8% |
| 6M | -1.4% | -12.7% | +11.3% | 0.0% |
| YTD | -9.8% | +7.8% | -17.6% | -15.7% |
| 1Y | -4.5% | +19.5% | -24.0% | -15.8% |
| 3Y | +37.4% | +116.4% | -79.0% | -7.4% |
| 5Y | +55.0% | +134.3% | -79.3% | -5.7% |
| 10Y | +63.7% | +359.3% | -295.6% | -31.6% |
| All | +169.2% | -31.1% | +200.3% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling