+3,947.2%
YUM vs AIG
-82.5%
+4,029.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -6.1% | -1.2% | -4.9% | -5.9% |
| 30D | -5.8% | -1.1% | -4.8% | -5.7% |
| 3M | -7.6% | +0.7% | -8.3% | -7.8% |
| 6M | -9.1% | -2.2% | -7.0% | -8.9% |
| YTD | -5.5% | -10.8% | +5.3% | -4.0% |
| 1Y | -3.7% | -2.0% | -1.7% | -3.7% |
| 3Y | +17.8% | +34.8% | -17.0% | +11.7% |
| 5Y | +19.3% | +55.0% | -35.8% | +9.9% |
| 10Y | +170.7% | +65.1% | +105.6% | +137.9% |
| All | +3,947.2% | -82.5% | +4,029.7% | +3,409.4% |
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