+262.2%
UMC vs AIG
+33.9%
+228.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +9.0% | -1.2% | +10.2% | +9.1% |
| 30D | +17.2% | -1.1% | +18.3% | +17.3% |
| 3M | +11.4% | +0.7% | +10.7% | +10.5% |
| 6M | +137.5% | -2.2% | +139.7% | +136.8% |
| YTD | +193.1% | -10.8% | +203.9% | +198.4% |
| 1Y | +240.3% | -2.0% | +242.3% | +235.4% |
| 3Y | +262.2% | +34.8% | +227.4% | +213.4% |
| All | +262.2% | +33.9% | +228.3% | +213.4% |
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