+181.9%
FANG vs AIG
+66.2%
+115.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | +2.9% | -1.2% | +4.0% | +3.7% |
| 30D | +2.6% | -1.1% | +3.7% | +3.3% |
| 3M | +7.6% | +0.7% | +6.9% | +6.2% |
| 6M | +17.3% | -2.2% | +19.5% | +16.9% |
| YTD | +38.7% | -10.8% | +49.5% | +47.0% |
| 1Y | +51.6% | -2.0% | +53.7% | +48.7% |
| 3Y | +50.0% | +34.8% | +15.1% | +12.6% |
| 5Y | +237.6% | +55.0% | +182.5% | +118.4% |
| All | +181.9% | +66.2% | +115.7% | +31.5% |
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 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