+251.3%
UAL vs AIG
-90.2%
+341.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | +0.7% | -0.9% | +1.6% | +1.0% |
| 30D | -16.1% | -4.9% | -11.2% | -14.7% |
| 3M | +6.1% | +4.5% | +1.7% | +4.2% |
| 6M | +10.8% | -1.4% | +12.3% | +11.0% |
| YTD | -0.4% | -9.8% | +9.4% | +2.4% |
| 1Y | +5.0% | -4.5% | +9.6% | +5.5% |
| 3Y | +124.0% | +37.4% | +86.6% | +99.0% |
| 5Y | +141.0% | +55.0% | +86.0% | +107.6% |
| 10Y | +118.0% | +63.7% | +54.3% | +87.7% |
| All | +251.3% | -90.2% | +341.6% | +867.3% |
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