+153.5%
FDX vs AIG
+67.5%
+86.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.4% |
| 7D | +5.2% | +6.6% | -1.4% | +2.5% |
| 30D | +11.3% | +7.0% | +4.3% | +8.2% |
| 3M | -4.1% | +9.7% | -13.8% | -7.7% |
| 6M | +9.6% | +10.8% | -1.2% | +4.5% |
| YTD | +40.9% | -1.3% | +42.2% | +40.2% |
| 1Y | +53.0% | +8.4% | +44.7% | +46.2% |
| 3Y | +74.1% | +39.0% | +35.1% | +47.9% |
| 5Y | +75.1% | +59.6% | +15.5% | +37.5% |
| All | +153.5% | +67.5% | +86.0% | +72.5% |
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