+52.5%
AIG vs FGI
-70.0%
+122.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.4% |
| 7D | -3.4% | -1.4% | -2.0% | -3.3% |
| 30D | +3.4% | -3.2% | +6.6% | +3.4% |
| 3M | +1.7% | +64.1% | -62.4% | +0.4% |
| 6M | +5.7% | +17.2% | -11.5% | +4.6% |
| YTD | -5.1% | +31.6% | -36.7% | -6.7% |
| 1Y | +6.1% | +45.1% | -39.0% | +3.7% |
| 3Y | +35.5% | -2.0% | +37.4% | +31.0% |
| All | +52.5% | -70.0% | +122.5% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling