+220.7%
AIG vs FIVE
+868.1%
-647.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -1.9% |
| 7D | -0.9% | +4.3% | -5.2% | -1.9% |
| 30D | -4.9% | +12.5% | -17.4% | -7.5% |
| 3M | +4.5% | +31.2% | -26.8% | -2.0% |
| 6M | -1.4% | +14.4% | -15.8% | -5.5% |
| YTD | -9.8% | +33.9% | -43.7% | -16.8% |
| 1Y | -4.5% | +65.1% | -69.6% | -16.5% |
| 3Y | +37.4% | +49.0% | -11.5% | +15.8% |
| 5Y | +55.0% | +30.3% | +24.7% | +29.6% |
| 10Y | +63.7% | +481.1% | -417.4% | -2.5% |
| All | +220.7% | +868.1% | -647.5% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling