-19.0%
USAR vs AIG
+53.8%
-72.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.2% |
| 7D | -0.8% | +6.6% | -7.4% | +0.9% |
| 30D | -20.9% | +7.0% | -27.9% | -19.5% |
| 3M | -56.2% | +9.7% | -65.9% | -55.0% |
| 6M | -67.9% | +10.8% | -78.7% | -66.9% |
| YTD | -31.4% | -1.3% | -30.2% | -30.5% |
| 1Y | -45.1% | +8.4% | -53.4% | -43.9% |
| 3Y | -20.3% | +39.0% | -59.3% | -18.0% |
| All | -19.0% | +53.8% | -72.8% | -16.5% |
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 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