+34.3%
AIG vs FDS
-32.7%
+67.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.0% |
| 7D | -1.4% | -8.8% | +7.3% | -0.1% |
| 30D | -3.3% | -1.4% | -2.0% | -3.2% |
| 3M | +2.2% | +13.9% | -11.7% | -0.2% |
| 6M | -2.1% | +27.4% | -29.5% | -6.7% |
| YTD | -11.2% | -2.5% | -8.7% | -10.0% |
| 1Y | -2.1% | -23.8% | +21.7% | +7.4% |
| All | +34.3% | -32.7% | +67.0% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling