+53.1%
AIG vs FTV
-2.3%
+55.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.2% | -4.0% | +2.8% | +0.5% |
| 30D | -1.1% | -11.0% | +10.0% | +3.9% |
| 3M | +0.7% | -8.4% | +9.1% | +4.1% |
| 6M | -2.2% | -2.6% | +0.4% | -2.0% |
| YTD | -10.8% | -0.6% | -10.2% | -12.4% |
| 1Y | -2.0% | +11.0% | -13.0% | -8.9% |
| 3Y | +34.8% | -6.3% | +41.2% | +33.5% |
| All | +53.1% | -2.3% | +55.4% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling