+615.0%
F vs AIG
-21.5%
+636.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +5.3% | -0.9% | +6.3% | +5.6% |
| 30D | +4.6% | -4.9% | +9.5% | +5.8% |
| 3M | -3.7% | +4.5% | -8.1% | -4.9% |
| 6M | +16.8% | -1.4% | +18.3% | +16.6% |
| YTD | +15.3% | -9.8% | +25.1% | +17.4% |
| 1Y | +31.0% | -4.5% | +35.5% | +31.3% |
| 3Y | +45.4% | +37.4% | +8.0% | +32.9% |
| 5Y | +54.7% | +55.0% | -0.3% | +37.9% |
| 10Y | +98.2% | +63.7% | +34.6% | +69.6% |
| All | +615.0% | -21.5% | +636.6% | +347.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling