-35.7%
AUR vs AIG
+65.5%
-101.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +1.4% | -1.2% | +2.6% | +1.9% |
| 30D | -6.4% | -1.1% | -5.3% | -6.0% |
| 3M | +7.7% | +0.7% | +7.0% | +6.7% |
| 6M | +44.5% | -2.2% | +46.7% | +44.7% |
| YTD | +67.4% | -10.8% | +78.3% | +74.2% |
| 1Y | +15.4% | -2.0% | +17.5% | +13.1% |
| 3Y | +94.8% | +34.8% | +60.0% | +61.0% |
| 5Y | -35.1% | +55.0% | -90.2% | -47.5% |
| All | -35.7% | +65.5% | -101.2% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling