+92.5%
USB vs AIG
+36.2%
+56.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.7% |
| 7D | -1.5% | -0.6% | -0.8% | -1.2% |
| 30D | +4.3% | +7.7% | -3.5% | +1.0% |
| 3M | -6.1% | +1.7% | -7.8% | -6.8% |
| 6M | +9.4% | +4.5% | +4.9% | +7.0% |
| YTD | +15.2% | -3.6% | +18.7% | +16.6% |
| 1Y | +32.8% | +8.7% | +24.1% | +26.0% |
| All | +92.5% | +36.2% | +56.3% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling