-72.3%
AIG vs FDS
+9,090.7%
-9,163.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -0.4% |
| 7D | -1.6% | -5.4% | +3.8% | +0.5% |
| 30D | -5.2% | +1.6% | -6.8% | -6.0% |
| 3M | +1.5% | +17.7% | -16.3% | -5.9% |
| 6M | -3.9% | +29.1% | -33.0% | -15.4% |
| YTD | -11.6% | +1.0% | -12.6% | -15.4% |
| 1Y | -2.9% | -21.6% | +18.7% | +1.7% |
| 3Y | +33.7% | -30.1% | +63.8% | +45.0% |
| 5Y | +52.7% | -20.7% | +73.4% | +54.8% |
| 10Y | +62.6% | +78.3% | -15.7% | +18.3% |
| All | -72.3% | +9,090.7% | -9,163.0% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling