+109.7%
AIG vs USFR
+27.6%
+82.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -3.3% | +0.3% | -3.6% | -3.4% |
| 3M | +2.2% | +1.0% | +1.2% | +1.8% |
| 6M | -2.1% | +1.9% | -4.1% | -2.8% |
| YTD | -11.2% | +2.7% | -13.8% | -12.1% |
| 1Y | -2.1% | +4.0% | -6.1% | -3.5% |
| 3Y | +34.4% | +14.0% | +20.3% | +28.3% |
| 5Y | +53.7% | +20.4% | +33.3% | +44.1% |
| 10Y | +64.4% | +28.0% | +36.4% | +51.4% |
| All | +109.7% | +27.6% | +82.1% | +93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling