-90.6%
AIG vs WU
-22.3%
-68.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.3% | +1.0% |
| 7D | -1.4% | -4.9% | +3.5% | +1.4% |
| 30D | -3.3% | -1.3% | -2.0% | -2.9% |
| 3M | +2.2% | -3.6% | +5.7% | +1.5% |
| 6M | -2.1% | -24.3% | +22.2% | +11.2% |
| YTD | -11.2% | -21.1% | +9.9% | -2.2% |
| 1Y | -2.1% | -10.3% | +8.2% | -1.4% |
| 3Y | +34.4% | -28.4% | +62.7% | +47.8% |
| 5Y | +53.7% | -51.2% | +104.9% | +106.5% |
| 10Y | +64.4% | -39.6% | +104.0% | +88.7% |
| All | -90.6% | -22.3% | -68.3% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling