-90.8%
AIG vs UUUU
-92.5%
+1.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +0.4% |
| 7D | -2.4% | -5.0% | +2.6% | -2.1% |
| 30D | -2.9% | -7.8% | +4.8% | -2.6% |
| 3M | +0.8% | -0.4% | +1.2% | +0.4% |
| 6M | -2.7% | -32.9% | +30.2% | -1.1% |
| YTD | -11.2% | -6.3% | -4.9% | -12.6% |
| 1Y | -1.5% | +7.9% | -9.4% | -5.0% |
| 3Y | +34.4% | +85.2% | -50.8% | +21.2% |
| 5Y | +54.4% | +97.0% | -42.5% | +34.9% |
| 10Y | +64.4% | +492.6% | -428.2% | +24.8% |
| All | -90.8% | -92.5% | +1.6% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling