+576.2%
FE vs AIG
-81.6%
+657.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.5% |
| 7D | +1.9% | -0.9% | +2.9% | +2.1% |
| 30D | -1.2% | -4.9% | +3.7% | -0.6% |
| 3M | +3.5% | +4.5% | -1.0% | +2.9% |
| 6M | -6.1% | -1.4% | -4.6% | -6.0% |
| YTD | +7.6% | -9.8% | +17.4% | +8.7% |
| 1Y | +11.9% | -4.5% | +16.4% | +12.1% |
| 3Y | +48.4% | +37.4% | +11.0% | +42.1% |
| 5Y | +44.8% | +55.0% | -10.2% | +35.7% |
| 10Y | +115.9% | +63.7% | +52.2% | +94.6% |
| All | +576.2% | -81.6% | +657.8% | +561.2% |
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 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