+72.4%
UBER vs AIG
+79.8%
-7.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -5.4% | -1.2% | -4.2% | -4.8% |
| 30D | -4.9% | -1.1% | -3.8% | -4.4% |
| 3M | +3.0% | +0.7% | +2.4% | +2.3% |
| 6M | -4.4% | -2.2% | -2.2% | -4.0% |
| YTD | -12.3% | -10.8% | -1.4% | -8.3% |
| 1Y | -24.3% | -2.0% | -22.3% | -25.5% |
| 3Y | +46.4% | +34.8% | +11.6% | +18.6% |
| 5Y | +79.7% | +55.0% | +24.6% | +32.0% |
| All | +72.4% | +79.8% | -7.4% | -6.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling