+34.3%
AIG vs FFIV
+151.3%
-117.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.4% | -0.2% |
| 7D | -1.4% | +3.5% | -4.9% | -2.0% |
| 30D | -3.3% | -1.3% | -2.0% | -3.2% |
| 3M | +2.2% | +2.4% | -0.2% | +1.4% |
| 6M | -2.1% | +41.8% | -43.9% | -9.2% |
| YTD | -11.2% | +58.5% | -69.7% | -19.9% |
| 1Y | -2.1% | +24.3% | -26.5% | -6.4% |
| All | +34.3% | +151.3% | -117.0% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling