+2,625.5%
UL vs AIG
-23.1%
+2,648.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | -1.3% | -1.6% | +0.3% | -1.1% |
| 30D | +0.9% | -5.2% | +6.1% | +1.6% |
| 3M | +14.2% | +1.5% | +12.8% | +14.0% |
| 6M | -3.2% | -3.9% | +0.7% | -2.8% |
| YTD | -0.3% | -11.6% | +11.3% | +1.0% |
| 1Y | -8.8% | -2.9% | -5.8% | -8.7% |
| 3Y | +23.9% | +33.7% | -9.9% | +18.9% |
| 5Y | +21.4% | +52.7% | -31.3% | +13.9% |
| 10Y | +66.7% | +62.6% | +4.1% | +49.6% |
| All | +2,625.5% | -23.1% | +2,648.7% | +1,786.2% |
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