+153.4%
FDX vs AIG
+72.2%
+81.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -1.2% |
| 7D | +0.5% | +2.2% | -1.8% | -0.4% |
| 30D | +9.5% | +6.9% | +2.7% | +6.6% |
| 3M | -1.3% | +6.8% | -8.1% | -4.0% |
| 6M | +5.5% | +9.2% | -3.7% | +1.2% |
| YTD | +38.9% | -1.9% | +40.8% | +38.5% |
| 1Y | +58.8% | +9.7% | +49.2% | +50.9% |
| 3Y | +71.1% | +37.9% | +33.2% | +45.9% |
| 5Y | +76.3% | +56.8% | +19.5% | +39.5% |
| 10Y | +153.4% | +67.6% | +85.8% | +71.6% |
| All | +153.4% | +72.2% | +81.2% | +71.6% |
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