+64.2%
AIG vs FFIV
+249.4%
-185.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.9% |
| 7D | -1.2% | +5.4% | -6.6% | -3.2% |
| 30D | -1.1% | -2.7% | +1.6% | -0.3% |
| 3M | +0.7% | +4.5% | -3.9% | -1.9% |
| 6M | -2.2% | +42.2% | -44.4% | -16.4% |
| YTD | -10.8% | +61.3% | -72.1% | -28.3% |
| 1Y | -2.0% | +23.0% | -25.1% | -12.2% |
| 3Y | +34.8% | +156.3% | -121.4% | -15.9% |
| 5Y | +55.0% | +102.9% | -47.8% | +4.3% |
| All | +64.2% | +249.4% | -185.2% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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