+203.4%
URI vs AIG
+54.7%
+148.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +2.1% |
| 7D | -2.0% | -0.9% | -1.0% | -1.4% |
| 30D | -12.9% | -4.9% | -8.1% | -10.4% |
| 3M | -6.7% | +4.5% | -11.2% | -9.9% |
| 6M | +19.0% | -1.4% | +20.4% | +18.7% |
| YTD | +25.5% | -9.8% | +35.3% | +31.7% |
| 1Y | +5.5% | -4.5% | +10.1% | +5.7% |
| 3Y | +111.3% | +37.4% | +73.9% | +59.0% |
| All | +203.4% | +54.7% | +148.7% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling