-88.6%
AIG vs FFIV
+5,932.0%
-6,020.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.0% | +0.8% |
| 7D | +6.6% | -0.5% | +7.1% | +6.7% |
| 30D | +7.0% | -32.4% | +39.4% | +13.1% |
| 3M | +9.7% | -25.7% | +35.4% | +14.0% |
| 6M | +10.8% | -13.5% | +24.3% | +12.1% |
| YTD | -1.3% | +21.1% | -22.4% | -5.7% |
| 1Y | +8.4% | +29.4% | -21.1% | +2.4% |
| 3Y | +39.0% | +94.9% | -55.9% | +22.1% |
| 5Y | +59.6% | +34.7% | +24.9% | +47.5% |
| 10Y | +68.4% | +119.0% | -50.6% | +43.8% |
| All | -88.6% | +5,932.0% | -6,020.6% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling