-2.2%
AIG vs UUUU
-35.8%
+33.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.3% |
| 7D | -1.2% | -10.5% | +9.3% | -1.5% |
| 30D | -1.1% | -10.5% | +9.4% | -1.3% |
| 3M | +0.7% | -14.1% | +14.8% | +0.8% |
| 6M | -2.2% | -35.5% | +33.3% | -2.4% |
| All | -2.2% | -35.8% | +33.6% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 6mo: compounded portfolio wealth divided by compounded UUUU 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…
6mo analysis · Full analysis span regression · 6 months rolling