+64.4%
AIG vs FIVE
+486.0%
-421.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.1% |
| 7D | -1.4% | +1.7% | -3.1% | -1.9% |
| 30D | -3.3% | +5.0% | -8.3% | -4.7% |
| 3M | +2.2% | +29.5% | -27.3% | -4.7% |
| 6M | -2.1% | +12.4% | -14.5% | -6.4% |
| YTD | -11.2% | +31.2% | -42.4% | -18.6% |
| 1Y | -2.1% | +72.9% | -75.0% | -17.1% |
| 3Y | +34.4% | +53.0% | -18.6% | +9.6% |
| 5Y | +53.7% | +34.2% | +19.6% | +23.6% |
| 10Y | +64.4% | +497.6% | -433.2% | -12.8% |
| All | +64.4% | +486.0% | -421.6% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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