+42.7%
AIG vs FGI
-69.1%
+111.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.4% |
| 7D | -1.4% | +14.7% | -16.1% | -1.6% |
| 30D | -3.3% | +67.0% | -70.3% | -4.6% |
| 3M | +2.2% | +31.0% | -28.8% | +1.1% |
| 6M | -2.1% | +126.8% | -128.9% | -4.4% |
| YTD | -11.2% | +35.6% | -46.8% | -12.7% |
| 1Y | -2.1% | +108.9% | -111.0% | -5.7% |
| 3Y | +34.4% | -0.3% | +34.6% | +30.0% |
| All | +42.7% | -69.1% | +111.8% | +41.5% |
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