-9.0%
AUR vs AIG
+6.0%
-15.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.1% |
| 7D | -19.8% | +2.3% | -22.1% | -19.4% |
| 30D | -29.0% | +8.8% | -37.8% | -28.1% |
| 3M | -43.6% | +3.7% | -47.3% | -43.3% |
| 6M | -36.6% | +6.8% | -43.4% | -35.9% |
| YTD | +6.3% | -2.6% | +8.9% | +2.0% |
| 1Y | -9.0% | +3.7% | -12.8% | -10.8% |
| All | -9.0% | +6.0% | -15.0% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling