+69.4%
USAR vs AIG
+38.4%
+31.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.3% |
| 7D | -4.4% | -1.4% | -3.0% | -4.7% |
| 30D | -10.4% | -3.3% | -7.1% | -11.0% |
| 3M | -18.4% | +2.2% | -20.5% | -18.0% |
| 6M | -8.8% | -2.1% | -6.7% | -8.9% |
| YTD | +43.4% | -11.2% | +54.6% | +41.3% |
| 1Y | +21.0% | -2.1% | +23.1% | +20.7% |
| 3Y | +67.7% | +34.4% | +33.4% | +68.0% |
| All | +69.4% | +38.4% | +31.1% | +69.7% |
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