+114.5%
FE vs AIG
+63.9%
+50.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.2% | -1.4% | +1.3% | +0.2% |
| 30D | -1.2% | -3.3% | +2.1% | -0.4% |
| 3M | +1.7% | +2.2% | -0.5% | +1.0% |
| 6M | -7.5% | -2.1% | -5.4% | -7.3% |
| YTD | +6.3% | -11.2% | +17.5% | +8.8% |
| 1Y | +10.9% | -2.1% | +13.0% | +10.6% |
| 3Y | +46.9% | +34.4% | +12.6% | +34.5% |
| 5Y | +47.6% | +53.7% | -6.1% | +28.4% |
| 10Y | +114.5% | +64.4% | +50.1% | +56.2% |
| All | +114.5% | +63.9% | +50.6% | +56.2% |
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