+2,762.7%
UL vs AIG
-14.1%
+2,776.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.1% | +6.6% | -5.5% | +0.3% |
| 30D | +4.5% | +7.0% | -2.5% | +3.7% |
| 3M | +6.5% | +9.7% | -3.2% | +5.3% |
| 6M | +18.2% | +10.8% | +7.4% | +16.7% |
| YTD | +4.7% | -1.3% | +6.0% | +4.7% |
| 1Y | +0.8% | +8.4% | -7.6% | -0.4% |
| 3Y | +35.9% | +39.0% | -3.1% | +29.9% |
| 5Y | +33.4% | +59.6% | -26.2% | +24.5% |
| 10Y | +106.9% | +68.4% | +38.5% | +84.9% |
| All | +2,762.7% | -14.1% | +2,776.8% | +1,854.9% |
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