+128.2%
UAL vs AIG
+34.0%
+94.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -1.8% |
| 7D | +3.5% | -1.6% | +5.0% | +4.3% |
| 30D | -16.5% | -5.2% | -11.3% | -14.2% |
| 3M | +2.8% | +1.5% | +1.3% | +1.4% |
| 6M | +17.6% | -3.9% | +21.5% | +19.2% |
| YTD | -3.2% | -11.6% | +8.4% | +2.5% |
| 1Y | +0.4% | -2.9% | +3.4% | -0.8% |
| 3Y | +128.2% | +33.7% | +94.4% | +95.7% |
| All | +128.2% | +34.0% | +94.2% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling