+53.1%
AIG vs WU
-51.3%
+104.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -1.2% | -3.5% | +2.3% | -0.2% |
| 30D | -1.1% | -2.9% | +1.9% | -0.3% |
| 3M | +0.7% | -2.3% | +2.9% | +0.2% |
| 6M | -2.2% | -25.4% | +23.2% | +5.6% |
| YTD | -10.8% | -21.2% | +10.4% | -5.7% |
| 1Y | -2.0% | -8.9% | +6.8% | -1.8% |
| 3Y | +34.8% | -29.0% | +63.8% | +44.1% |
| All | +53.1% | -51.3% | +104.5% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling