+104.2%
UAL vs AIG
+63.9%
+40.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.4% |
| 7D | -1.1% | -1.4% | +0.3% | 0.0% |
| 30D | -13.4% | -3.3% | -10.1% | -11.1% |
| 3M | -2.3% | +2.2% | -4.5% | -4.9% |
| 6M | +13.3% | -2.1% | +15.5% | +13.9% |
| YTD | -4.2% | -11.2% | +7.0% | +3.1% |
| 1Y | +1.4% | -2.1% | +3.5% | -0.8% |
| 3Y | +125.8% | +34.4% | +91.4% | +64.6% |
| 5Y | +130.0% | +53.7% | +76.3% | +45.7% |
| 10Y | +104.2% | +64.4% | +39.8% | -13.3% |
| All | +104.2% | +63.9% | +40.4% | -13.3% |
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