+221.2%
UPS vs AIG
-90.9%
+312.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.5% |
| 7D | -2.1% | -1.6% | -0.5% | -1.9% |
| 30D | -2.3% | -5.2% | +2.9% | -1.6% |
| 3M | -5.2% | +1.5% | -6.7% | -5.5% |
| 6M | +1.4% | -3.9% | +5.3% | +1.8% |
| YTD | +6.1% | -11.6% | +17.7% | +7.7% |
| 1Y | +27.0% | -2.9% | +29.9% | +27.0% |
| 3Y | -25.9% | +33.7% | -59.7% | -29.3% |
| 5Y | -34.6% | +52.7% | -87.2% | -38.9% |
| 10Y | +36.2% | +62.6% | -26.4% | +21.9% |
| All | +221.2% | -90.9% | +312.1% | +238.5% |
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