-3.4%
UNH vs AA
-16.1%
+12.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +0.6% |
| 7D | +2.4% | +5.3% | -2.9% | +2.0% |
| 30D | +7.2% | -2.3% | +9.5% | +7.3% |
| 3M | +0.5% | -20.8% | +21.3% | +2.1% |
| 6M | +3.4% | -39.8% | +43.2% | +6.9% |
| YTD | +25.2% | -23.3% | +48.4% | +26.3% |
| 1Y | +22.7% | +1.8% | +20.8% | +20.8% |
| 3Y | -20.3% | +69.5% | -89.8% | -25.8% |
| 5Y | -3.4% | -18.0% | +14.6% | -6.4% |
| All | -3.4% | -16.1% | +12.7% | -6.4% |
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