+1,315.5%
FERG vs AIG
+303.2%
+1,012.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.4% |
| 7D | +0.9% | -1.4% | +2.3% | +1.1% |
| 30D | -15.1% | -3.3% | -11.7% | -14.7% |
| 3M | -4.8% | +2.2% | -7.0% | -5.1% |
| 6M | -2.5% | -2.1% | -0.3% | -2.3% |
| YTD | +1.8% | -11.2% | +13.0% | +2.9% |
| 1Y | -0.3% | -2.1% | +1.8% | -0.4% |
| 3Y | +52.9% | +34.4% | +18.6% | +48.2% |
| 5Y | +69.3% | +53.7% | +15.6% | +62.0% |
| 10Y | +352.7% | +64.4% | +288.3% | +330.5% |
| All | +1,315.5% | +303.2% | +1,012.3% | +1,411.3% |
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