+255.6%
UAL vs AIG
-90.0%
+345.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +6.0% | +3.4% |
| 7D | +8.2% | -5.1% | +13.2% | +10.1% |
| 30D | +2.3% | +2.8% | -0.4% | +1.3% |
| 3M | -12.7% | -2.1% | -10.6% | -12.2% |
| 6M | +12.7% | +1.4% | +11.3% | +11.5% |
| YTD | +0.8% | -7.4% | +8.2% | +2.6% |
| 1Y | +17.8% | +4.4% | +13.3% | +14.9% |
| 3Y | +206.7% | +30.0% | +176.7% | +177.2% |
| 5Y | +113.9% | +47.9% | +66.0% | +86.9% |
| 10Y | +97.0% | +74.4% | +22.6% | +66.3% |
| All | +255.6% | -90.0% | +345.6% | +868.7% |
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 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