+55.3%
AIG vs FND
+57.3%
-2.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -1.4% | -0.8% | -0.7% | -1.3% |
| 30D | -3.3% | -19.6% | +16.3% | +1.5% |
| 3M | +2.2% | -4.3% | +6.5% | +2.1% |
| 6M | -2.1% | -20.4% | +18.3% | +1.5% |
| YTD | -11.2% | -21.9% | +10.7% | -8.3% |
| 1Y | -2.1% | -45.2% | +43.1% | +9.7% |
| 3Y | +34.4% | -49.2% | +83.6% | +45.7% |
| 5Y | +53.7% | -61.8% | +115.5% | +70.7% |
| All | +55.3% | +57.3% | -2.0% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling