+52.7%
AIG vs FIVE
+38.7%
+14.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -1.6% | +3.7% | -5.2% | -2.0% |
| 30D | -5.2% | +4.0% | -9.2% | -5.7% |
| 3M | +1.5% | +36.2% | -34.8% | -2.7% |
| 6M | -3.9% | +18.0% | -22.0% | -6.6% |
| YTD | -11.6% | +34.9% | -46.5% | -15.7% |
| 1Y | -2.9% | +67.9% | -70.8% | -10.5% |
| 3Y | +33.7% | +57.3% | -23.6% | +21.3% |
| 5Y | +52.7% | +39.5% | +13.1% | +35.7% |
| All | +52.7% | +38.7% | +14.0% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling