+33.7%
AIG vs FGI
-6.2%
+40.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.0% |
| 7D | -1.6% | +5.2% | -6.7% | -1.6% |
| 30D | -5.2% | +65.2% | -70.4% | -5.7% |
| 3M | +1.5% | +30.2% | -28.7% | +1.0% |
| 6M | -3.9% | +87.8% | -91.7% | -4.5% |
| YTD | -11.6% | +32.5% | -44.1% | -12.0% |
| 1Y | -2.9% | +93.6% | -96.5% | -3.7% |
| 3Y | +33.7% | -2.6% | +36.3% | +32.9% |
| All | +33.7% | -6.2% | +40.0% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling