-93.4%
AIG vs FLR
+587.1%
-680.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.6% | +1.6% |
| 7D | -1.4% | -3.1% | +1.7% | -0.4% |
| 30D | -3.3% | +4.9% | -8.3% | -5.2% |
| 3M | +2.2% | +10.8% | -8.6% | -3.5% |
| 6M | -2.1% | +19.7% | -21.8% | -11.7% |
| YTD | -11.2% | +38.4% | -49.5% | -24.7% |
| 1Y | -2.1% | +34.7% | -36.8% | -17.3% |
| 3Y | +34.4% | +56.7% | -22.3% | -2.2% |
| 5Y | +53.7% | +241.6% | -187.9% | -22.8% |
| 10Y | +64.4% | +20.2% | +44.2% | -7.1% |
| All | -93.4% | +587.1% | -680.5% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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