+46.0%
F vs AIG
+39.5%
+6.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -3.1% | +6.6% | -9.7% | -4.9% |
| 30D | 0.0% | +7.0% | -7.0% | -1.9% |
| 3M | -13.2% | +9.7% | -22.9% | -15.5% |
| 6M | -10.2% | +10.8% | -21.0% | -13.3% |
| YTD | -4.9% | -1.3% | -3.7% | -4.5% |
| 1Y | -6.1% | +8.4% | -14.4% | -9.5% |
| 3Y | +46.0% | +39.0% | +7.0% | +37.1% |
| All | +46.0% | +39.5% | +6.4% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling