+64.2%
AIG vs FDS
+64.8%
-0.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | -1.2% | -14.0% | +12.8% | +4.7% |
| 30D | -1.1% | -6.2% | +5.2% | +1.1% |
| 3M | +0.7% | +10.2% | -9.5% | -4.5% |
| 6M | -2.2% | +27.4% | -29.6% | -14.5% |
| YTD | -10.8% | -9.3% | -1.6% | -10.3% |
| 1Y | -2.0% | -28.6% | +26.6% | +9.8% |
| 3Y | +34.8% | -36.8% | +71.7% | +57.8% |
| 5Y | +55.0% | -28.6% | +83.7% | +64.4% |
| All | +64.2% | +64.8% | -0.6% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling