+25.4%
UAL vs AIG
+10.1%
+15.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.2% | -0.4% |
| 7D | +12.5% | +2.2% | +10.2% | +11.9% |
| 30D | +12.2% | +6.9% | +5.3% | +11.1% |
| 3M | -2.6% | +6.8% | -9.4% | -3.6% |
| 6M | +21.1% | +9.2% | +11.8% | +19.2% |
| YTD | +7.8% | -1.9% | +9.7% | +7.5% |
| 1Y | +25.4% | +9.7% | +15.7% | +17.4% |
| All | +25.4% | +10.1% | +15.3% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling