+89.2%
USB vs AIG
+70.6%
+18.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.1% |
| 7D | +0.8% | -3.4% | +4.1% | +2.8% |
| 30D | +6.8% | +3.4% | +3.4% | +4.6% |
| 3M | -3.8% | +1.7% | -5.5% | -5.1% |
| 6M | +11.7% | +5.7% | +6.1% | +7.3% |
| YTD | +17.5% | -5.1% | +22.6% | +19.4% |
| 1Y | +33.8% | +6.1% | +27.7% | +26.6% |
| 3Y | +104.2% | +35.5% | +68.8% | +62.7% |
| 5Y | +26.4% | +51.9% | -25.5% | -6.8% |
| 10Y | +89.2% | +68.2% | +21.0% | +10.0% |
| All | +89.2% | +70.6% | +18.6% | +10.0% |
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