+50.0%
FANG vs AIG
+33.9%
+16.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.9% | -1.2% | +4.0% | +3.3% |
| 30D | +2.6% | -1.1% | +3.7% | +3.0% |
| 3M | +7.6% | +0.7% | +6.9% | +6.8% |
| 6M | +17.3% | -2.2% | +19.5% | +17.3% |
| YTD | +38.7% | -10.8% | +49.5% | +44.7% |
| 1Y | +51.6% | -2.0% | +53.7% | +50.2% |
| 3Y | +50.0% | +34.8% | +15.1% | +34.2% |
| All | +50.0% | +33.9% | +16.1% | +34.2% |
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