+45.2%
UBER vs AIG
+33.4%
+11.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | -7.0% | -1.4% | -5.6% | -6.7% |
| 30D | -8.9% | -3.3% | -5.6% | -8.2% |
| 3M | +1.0% | +2.2% | -1.2% | +0.3% |
| 6M | -3.7% | -2.1% | -1.6% | -3.5% |
| YTD | -13.0% | -11.2% | -1.8% | -10.6% |
| 1Y | -25.5% | -2.1% | -23.4% | -26.3% |
| All | +45.2% | +33.4% | +11.9% | +24.3% |
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 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