+84.1%
F vs AIG
+63.9%
+20.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.5% | -4.4% | -4.2% |
| 7D | -4.9% | -1.4% | -3.4% | -4.1% |
| 30D | -2.9% | -3.3% | +0.4% | -1.1% |
| 3M | -9.1% | +2.2% | -11.2% | -10.6% |
| 6M | +12.9% | -2.1% | +15.1% | +12.8% |
| YTD | +6.1% | -11.2% | +17.3% | +11.3% |
| 1Y | +22.5% | -2.1% | +24.6% | +20.7% |
| 3Y | +32.1% | +34.4% | -2.3% | +6.4% |
| 5Y | +43.7% | +53.7% | -10.0% | +6.2% |
| 10Y | +84.1% | +64.4% | +19.7% | +3.8% |
| All | +84.1% | +63.9% | +20.3% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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