-89.8%
AIG vs FFIV
+7,502.3%
-7,592.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | -1.6% | -1.5% | 0.0% | -1.3% |
| 30D | -5.2% | -2.7% | -2.6% | -4.9% |
| 3M | +1.5% | -1.7% | +3.1% | +1.4% |
| 6M | -3.9% | +36.1% | -40.1% | -9.0% |
| YTD | -11.6% | +52.6% | -64.2% | -17.9% |
| 1Y | -2.9% | +21.5% | -24.4% | -6.8% |
| 3Y | +33.7% | +142.7% | -108.9% | +14.3% |
| 5Y | +52.7% | +92.6% | -39.9% | +34.4% |
| 10Y | +62.6% | +225.5% | -162.9% | +31.9% |
| All | -89.8% | +7,502.3% | -7,592.1% | -93.7% |
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