+58.7%
AIG vs FGI
-68.3%
+126.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.2% | +0.6% |
| 7D | +1.4% | +6.9% | -5.5% | +1.3% |
| 30D | +6.6% | +3.9% | +2.7% | +6.6% |
| 3M | +7.9% | +74.3% | -66.4% | +6.3% |
| 6M | +10.4% | +28.9% | -18.6% | +9.1% |
| YTD | -1.3% | +39.1% | -40.4% | -3.0% |
| 1Y | +11.5% | +49.3% | -37.9% | +9.0% |
| 3Y | +38.8% | +5.7% | +33.1% | +34.0% |
| All | +58.7% | -68.3% | +126.9% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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