-39.0%
U vs AIG
+205.9%
-245.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -3.8% | -0.9% | -2.9% | -3.5% |
| 30D | +17.5% | -4.9% | +22.3% | +19.3% |
| 3M | +38.7% | +4.5% | +34.3% | +36.3% |
| 6M | +104.4% | -1.4% | +105.9% | +104.2% |
| YTD | -5.7% | -9.8% | +4.1% | -3.4% |
| 1Y | +3.7% | -4.5% | +8.2% | +2.8% |
| 3Y | +12.3% | +37.4% | -25.1% | -4.8% |
| 5Y | -68.8% | +55.0% | -123.8% | -73.9% |
| All | -39.0% | +205.9% | -245.0% | -40.4% |
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