+34.8%
AIG vs FIVN
-55.2%
+90.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -1.2% | -7.8% | +6.7% | -0.5% |
| 30D | -1.1% | -1.7% | +0.7% | -1.0% |
| 3M | +0.7% | +47.2% | -46.5% | -2.8% |
| 6M | -2.2% | +82.7% | -84.9% | -7.8% |
| YTD | -10.8% | +52.9% | -63.8% | -15.1% |
| 1Y | -2.0% | +17.5% | -19.5% | -4.8% |
| 3Y | +34.8% | -55.8% | +90.7% | +33.2% |
| All | +34.8% | -55.2% | +90.1% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 3y: compounded portfolio wealth divided by compounded FIVN 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…
3y analysis · Full analysis span regression · 6 months rolling