+33.0%
USB vs AIG
+6.5%
+26.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.9% |
| 7D | +0.8% | -3.4% | +4.1% | +1.6% |
| 30D | +6.8% | +3.4% | +3.4% | +6.0% |
| 3M | -3.8% | +1.7% | -5.5% | -4.1% |
| 6M | +11.7% | +5.7% | +6.1% | +10.0% |
| YTD | +17.5% | -5.1% | +22.6% | +18.6% |
| All | +33.0% | +6.5% | +26.5% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling