+36.4%
UPS vs AIG
+66.2%
-29.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -2.0% | -1.2% | -0.8% | -1.7% |
| 30D | -2.0% | -1.1% | -0.9% | -1.7% |
| 3M | -6.2% | +0.7% | -6.9% | -6.5% |
| 6M | +2.8% | -2.2% | +4.9% | +3.1% |
| YTD | +5.9% | -10.8% | +16.7% | +8.6% |
| 1Y | +26.2% | -2.0% | +28.3% | +25.8% |
| 3Y | -26.0% | +34.8% | -60.8% | -32.9% |
| 5Y | -34.3% | +55.0% | -89.3% | -43.2% |
| All | +36.4% | +66.2% | -29.8% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling