+64.2%
AIG vs USFR
+28.1%
+36.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -1.1% | +0.4% | -1.4% | -1.3% |
| 3M | +0.7% | +1.0% | -0.4% | 0.0% |
| 6M | -2.2% | +2.0% | -4.2% | -3.3% |
| YTD | -10.8% | +2.8% | -13.6% | -12.3% |
| 1Y | -2.0% | +4.1% | -6.1% | -4.3% |
| 3Y | +34.8% | +14.1% | +20.7% | +26.3% |
| 5Y | +55.0% | +20.6% | +34.5% | +41.6% |
| All | +64.2% | +28.1% | +36.0% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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