+79.8%
USB vs AIG
+66.9%
+12.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | +1.2% | +2.0% | -0.8% | -0.1% |
| 30D | +6.3% | +6.3% | 0.0% | +2.3% |
| 3M | -6.1% | +9.2% | -15.3% | -11.3% |
| 6M | +13.0% | +9.5% | +3.5% | +6.1% |
| YTD | +16.6% | -1.6% | +18.2% | +15.8% |
| 1Y | +31.1% | +8.5% | +22.7% | +22.4% |
| 3Y | +100.9% | +38.3% | +62.6% | +58.0% |
| 5Y | +24.5% | +59.0% | -34.5% | -10.7% |
| All | +79.8% | +66.9% | +12.8% | +4.8% |
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