+4.6%
UNH vs AA
+5.3%
-0.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.9% |
| 7D | -3.2% | -5.4% | +2.2% | -2.8% |
| 30D | -3.5% | -10.7% | +7.2% | -2.7% |
| 3M | -4.2% | -26.2% | +22.0% | -2.2% |
| 6M | +38.3% | -20.9% | +59.2% | +39.7% |
| YTD | +19.2% | -8.6% | +27.8% | +18.9% |
| 1Y | +15.0% | +57.4% | -42.4% | +9.8% |
| 3Y | -14.5% | +77.8% | -92.3% | -20.4% |
| 5Y | +4.6% | +2.7% | +1.9% | +1.7% |
| All | +4.6% | +5.3% | -0.8% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 5y: compounded portfolio wealth divided by compounded AA 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…
5y analysis · Full analysis span regression · 6 months rolling