+11.4%
FE vs AIG
-2.8%
+14.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | +0.6% | -1.6% | +2.2% | +0.7% |
| 30D | -2.1% | -5.2% | +3.1% | -1.8% |
| 3M | +2.6% | +1.5% | +1.2% | +2.5% |
| 6M | -6.8% | -3.9% | -2.8% | -6.6% |
| YTD | +6.9% | -11.6% | +18.5% | +8.1% |
| All | +11.4% | -2.8% | +14.2% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling