+34.8%
AIG vs WU
-28.7%
+63.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | -1.2% | -3.5% | +2.3% | -0.5% |
| 30D | -1.1% | -2.9% | +1.9% | -0.5% |
| 3M | +0.7% | -2.3% | +2.9% | +0.4% |
| 6M | -2.2% | -25.4% | +23.2% | +3.4% |
| YTD | -10.8% | -21.2% | +10.4% | -7.1% |
| 1Y | -2.0% | -8.9% | +6.8% | -1.6% |
| 3Y | +34.8% | -29.0% | +63.8% | +40.8% |
| All | +34.8% | -28.7% | +63.6% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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