-35.0%
AUR vs AIG
+64.8%
-99.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.4% |
| 7D | +11.1% | -1.4% | +12.6% | +11.8% |
| 30D | -6.9% | -3.3% | -3.6% | -5.5% |
| 3M | +5.5% | +2.2% | +3.3% | +3.8% |
| 6M | +41.0% | -2.1% | +43.1% | +41.1% |
| YTD | +69.3% | -11.2% | +80.5% | +76.4% |
| 1Y | +14.0% | -2.1% | +16.1% | +11.8% |
| 3Y | +90.1% | +34.4% | +55.7% | +57.3% |
| 5Y | -34.4% | +53.7% | -88.1% | -46.8% |
| All | -35.0% | +64.8% | -99.8% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling