+66.1%
FDX vs AIG
+37.6%
+28.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.3% |
| 7D | -2.5% | -0.9% | -1.6% | -2.2% |
| 30D | +3.8% | -4.9% | +8.7% | +5.4% |
| 3M | -1.3% | +4.5% | -5.8% | -3.0% |
| 6M | +5.0% | -1.4% | +6.5% | +5.1% |
| YTD | +39.6% | -9.8% | +49.4% | +43.8% |
| 1Y | +81.1% | -4.5% | +85.7% | +81.6% |
| All | +66.1% | +37.6% | +28.5% | +46.0% |
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