+123.4%
FE vs AIG
+67.5%
+55.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +1.2% | +6.6% | -5.3% | -0.3% |
| 30D | +4.5% | +7.0% | -2.5% | +2.8% |
| 3M | +1.3% | +9.7% | -8.4% | -0.9% |
| 6M | +8.7% | +10.8% | -2.1% | +5.8% |
| YTD | +9.2% | -1.3% | +10.5% | +8.9% |
| 1Y | +7.0% | +8.4% | -1.4% | +4.2% |
| 3Y | +51.4% | +39.0% | +12.4% | +37.4% |
| 5Y | +47.7% | +59.6% | -11.9% | +27.3% |
| All | +123.4% | +67.5% | +55.9% | +59.5% |
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