+508.4%
F vs AIG
-19.4%
+527.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.2% |
| 7D | +1.6% | -5.1% | +6.6% | +2.9% |
| 30D | +2.6% | +2.8% | -0.1% | +2.0% |
| 3M | -8.8% | -2.1% | -6.7% | -8.4% |
| 6M | +4.6% | +1.4% | +3.2% | +3.9% |
| YTD | -1.9% | -7.4% | +5.5% | -0.7% |
| 1Y | -0.8% | +4.4% | -5.2% | -2.6% |
| 3Y | +43.5% | +30.0% | +13.5% | +32.9% |
| 5Y | -12.1% | +47.9% | -59.9% | -20.8% |
| 10Y | +83.6% | +74.4% | +9.2% | +55.0% |
| All | +508.4% | -19.4% | +527.8% | +278.5% |
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