+73.7%
UAL vs AIG
+67.5%
+6.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | -3.0% | +6.6% | -9.6% | -8.0% |
| 30D | +10.5% | +7.0% | +3.4% | +4.2% |
| 3M | -13.5% | +9.7% | -23.2% | -20.3% |
| 6M | +14.2% | +10.8% | +3.4% | +3.1% |
| YTD | -2.2% | -1.3% | -1.0% | -4.1% |
| 1Y | +12.5% | +8.4% | +4.1% | +1.5% |
| 3Y | +186.8% | +39.0% | +147.8% | +103.2% |
| 5Y | +119.4% | +59.6% | +59.8% | +34.9% |
| All | +73.7% | +67.5% | +6.2% | -31.5% |
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