+280.3%
UAL vs AIG
-89.4%
+369.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.2% | -1.0% |
| 7D | +12.5% | +2.2% | +10.2% | +11.6% |
| 30D | +12.2% | +6.9% | +5.3% | +9.6% |
| 3M | -2.6% | +6.8% | -9.4% | -4.9% |
| 6M | +21.1% | +9.2% | +11.8% | +16.8% |
| YTD | +7.8% | -1.9% | +9.7% | +7.6% |
| 1Y | +25.4% | +9.7% | +15.7% | +20.3% |
| 3Y | +217.3% | +37.9% | +179.4% | +181.2% |
| 5Y | +132.9% | +56.8% | +76.1% | +99.5% |
| 10Y | +101.1% | +67.6% | +33.5% | +70.8% |
| All | +280.3% | -89.4% | +369.7% | +916.0% |
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