+58.7%
AIG vs FGI
-74.8%
+133.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -25.2% | +25.5% | +0.6% |
| 7D | +6.6% | -14.4% | +21.0% | +6.7% |
| 30D | +7.0% | -11.8% | +18.8% | +7.1% |
| 3M | +9.7% | -46.2% | +56.0% | +10.3% |
| 6M | +10.8% | +5.2% | +5.6% | +9.7% |
| YTD | -1.3% | +10.5% | -11.8% | -2.8% |
| 1Y | +8.4% | +25.5% | -17.1% | +6.1% |
| 3Y | +39.0% | -16.0% | +55.0% | +34.5% |
| All | +58.7% | -74.8% | +133.5% | +57.5% |
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