+94.8%
AUR vs AIG
+33.9%
+61.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +1.4% | -1.2% | +2.6% | +1.8% |
| 30D | -6.4% | -1.1% | -5.3% | -6.1% |
| 3M | +7.7% | +0.7% | +7.0% | +6.8% |
| 6M | +44.5% | -2.2% | +46.7% | +44.6% |
| YTD | +67.4% | -10.8% | +78.3% | +73.5% |
| 1Y | +15.4% | -2.0% | +17.5% | +12.6% |
| 3Y | +94.8% | +34.8% | +60.0% | +73.6% |
| All | +94.8% | +33.9% | +61.0% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling