+4,105.2%
FDX vs AIG
-14.1%
+4,119.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.9% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | +10.4% | +6.6% | +3.8% | +8.9% |
| 3M | +0.5% | +7.9% | -7.4% | -1.2% |
| 6M | +6.5% | +10.4% | -3.9% | +4.0% |
| YTD | +40.2% | -1.3% | +41.5% | +39.9% |
| 1Y | +52.1% | +11.5% | +40.6% | +47.9% |
| 3Y | +72.8% | +38.8% | +34.0% | +59.9% |
| 5Y | +76.3% | +57.8% | +18.5% | +57.9% |
| 10Y | +155.7% | +68.4% | +87.4% | +117.8% |
| All | +4,105.2% | -14.1% | +4,119.3% | +1,948.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling