+547.9%
FAST vs AIG
+70.6%
+477.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +2.3% |
| 7D | +3.8% | -3.4% | +7.2% | +4.9% |
| 30D | +8.1% | +3.4% | +4.7% | +7.0% |
| 3M | +5.8% | +1.7% | +4.1% | +5.1% |
| 6M | +24.9% | +5.7% | +19.2% | +22.4% |
| YTD | +38.9% | -5.1% | +44.0% | +40.2% |
| 1Y | +36.5% | +6.1% | +30.4% | +33.2% |
| 3Y | +98.1% | +35.5% | +62.7% | +78.8% |
| 5Y | +109.3% | +51.9% | +57.4% | +79.1% |
| 10Y | +547.9% | +68.2% | +479.7% | +400.1% |
| All | +547.9% | +70.6% | +477.4% | +400.1% |
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 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