+88.3%
AIG vs FTV
+87.0%
+1.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | -1.4% | -1.3% | -0.2% | -0.7% |
| 30D | -3.3% | -9.5% | +6.2% | +2.8% |
| 3M | +2.2% | -10.9% | +13.1% | +9.0% |
| 6M | -2.1% | -0.6% | -1.5% | -3.0% |
| YTD | -11.2% | +1.4% | -12.6% | -14.5% |
| 1Y | -2.1% | +17.6% | -19.8% | -14.9% |
| 3Y | +34.4% | -3.3% | +37.6% | +28.1% |
| 5Y | +53.7% | -0.1% | +53.9% | +39.9% |
| 10Y | +64.4% | +82.5% | -18.1% | +4.8% |
| All | +88.3% | +87.0% | +1.4% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling