+75.9%
UBER vs AIG
+78.3%
-2.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -2.4% |
| 7D | -2.8% | -1.6% | -1.2% | -2.0% |
| 30D | -2.5% | -5.2% | +2.7% | +0.1% |
| 3M | +4.4% | +1.5% | +2.9% | +3.2% |
| 6M | -2.7% | -3.9% | +1.3% | -1.3% |
| YTD | -10.5% | -11.6% | +1.1% | -6.1% |
| 1Y | -22.5% | -2.9% | -19.6% | -23.3% |
| 3Y | +54.8% | +33.7% | +21.1% | +25.9% |
| 5Y | +82.5% | +52.7% | +29.8% | +35.2% |
| All | +75.9% | +78.3% | -2.3% | -4.2% |
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