+55.9%
AIG vs FND
+56.5%
-0.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -1.2% | -5.8% | +4.6% | +0.2% |
| 30D | -1.1% | -20.2% | +19.1% | +4.1% |
| 3M | +0.7% | -12.0% | +12.6% | +2.7% |
| 6M | -2.2% | -18.5% | +16.3% | +0.8% |
| YTD | -10.8% | -22.3% | +11.4% | -7.9% |
| 1Y | -2.0% | -47.6% | +45.6% | +11.1% |
| 3Y | +34.8% | -49.8% | +84.6% | +46.6% |
| 5Y | +55.0% | -63.0% | +118.0% | +73.8% |
| All | +55.9% | +56.5% | -0.6% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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