+22.0%
USB vs AIG
+47.6%
-25.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +2.0% |
| 7D | 0.0% | -5.1% | +5.1% | +3.2% |
| 30D | +5.8% | +2.8% | +3.1% | +4.0% |
| 3M | -6.0% | -2.1% | -3.8% | -5.0% |
| 6M | +7.8% | +1.4% | +6.4% | +6.0% |
| YTD | +14.6% | -7.4% | +22.0% | +18.7% |
| 1Y | +31.8% | +4.4% | +27.3% | +25.3% |
| 3Y | +91.5% | +30.0% | +61.5% | +49.8% |
| All | +22.0% | +47.6% | -25.6% | -15.0% |
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 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