+45.0%
AIG vs FGI
-70.4%
+115.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.4% | -0.9% |
| 7D | -0.9% | +0.5% | -1.5% | -0.9% |
| 30D | -4.9% | +65.4% | -70.3% | -6.1% |
| 3M | +4.5% | +23.5% | -19.0% | +3.4% |
| 6M | -1.4% | +60.5% | -62.0% | -3.3% |
| YTD | -9.8% | +30.0% | -39.8% | -11.3% |
| 1Y | -4.5% | +82.1% | -86.6% | -7.7% |
| 3Y | +37.4% | -4.4% | +41.8% | +33.0% |
| All | +45.0% | -70.4% | +115.3% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling