+9,738.8%
UNP vs AIG
-14.1%
+9,752.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | +4.2% | +6.6% | -2.3% | +3.0% |
| 30D | +5.6% | +7.0% | -1.4% | +4.3% |
| 3M | +2.0% | +9.7% | -7.7% | +0.3% |
| 6M | +15.4% | +10.8% | +4.6% | +13.1% |
| YTD | +32.7% | -1.3% | +34.0% | +32.7% |
| 1Y | +39.4% | +8.4% | +31.1% | +37.0% |
| 3Y | +54.3% | +39.0% | +15.3% | +44.3% |
| 5Y | +39.6% | +59.6% | -20.0% | +26.3% |
| 10Y | +288.9% | +68.4% | +220.4% | +236.1% |
| All | +9,738.8% | -14.1% | +9,752.9% | +5,767.2% |
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