+8,438.8%
USB vs AIG
-21.5%
+8,460.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | 0.0% |
| 7D | +1.4% | -0.9% | +2.4% | +1.7% |
| 30D | -1.3% | -4.9% | +3.6% | +0.2% |
| 3M | +15.2% | +4.5% | +10.8% | +13.6% |
| 6M | +18.8% | -1.4% | +20.3% | +19.1% |
| YTD | +21.0% | -9.8% | +30.8% | +24.2% |
| 1Y | +34.0% | -4.5% | +38.5% | +34.9% |
| 3Y | +95.3% | +37.4% | +57.9% | +76.4% |
| 5Y | +40.4% | +55.0% | -14.6% | +23.2% |
| 10Y | +107.3% | +63.7% | +43.7% | +75.0% |
| All | +8,438.8% | -21.5% | +8,460.4% | +6,785.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling