+275.3%
UMC vs AIG
-92.8%
+368.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +13.6% | -1.4% | +15.1% | +13.9% |
| 30D | +20.8% | -3.3% | +24.1% | +21.6% |
| 3M | +16.1% | +2.2% | +14.0% | +15.1% |
| 6M | +137.3% | -2.1% | +139.4% | +137.0% |
| YTD | +193.8% | -11.2% | +204.9% | +198.8% |
| 1Y | +236.1% | -2.1% | +238.2% | +233.7% |
| 3Y | +267.1% | +34.4% | +232.7% | +238.7% |
| 5Y | +145.3% | +53.7% | +91.6% | +118.8% |
| 10Y | +1,857.3% | +64.4% | +1,792.9% | +1,520.6% |
| All | +275.3% | -92.8% | +368.1% | +537.4% |
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 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