+54.4%
AIG vs FDS
-23.7%
+78.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.2% |
| 7D | -1.4% | -8.8% | +7.3% | +0.6% |
| 30D | -3.3% | -1.4% | -2.0% | -3.1% |
| 3M | +2.2% | +13.9% | -11.7% | -1.3% |
| 6M | -2.1% | +27.4% | -29.5% | -8.8% |
| YTD | -11.2% | -2.5% | -8.7% | -10.9% |
| 1Y | -2.1% | -23.8% | +21.7% | +6.7% |
| 3Y | +34.4% | -32.5% | +66.9% | +51.5% |
| All | +54.4% | -23.7% | +78.1% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling