+531.6%
FICO vs AIG
+70.6%
+461.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.7% |
| 7D | -0.1% | -3.4% | +3.3% | +1.3% |
| 30D | +8.4% | +3.4% | +5.1% | +7.0% |
| 3M | -30.5% | +1.7% | -32.2% | -31.2% |
| 6M | -35.7% | +5.7% | -41.4% | -37.3% |
| YTD | -57.2% | -5.1% | -52.1% | -56.5% |
| 1Y | -58.4% | +6.1% | -64.5% | -59.7% |
| 3Y | -24.8% | +35.5% | -60.3% | -35.1% |
| 5Y | +79.3% | +51.9% | +27.3% | +43.4% |
| 10Y | +531.6% | +68.2% | +463.4% | +289.1% |
| All | +531.6% | +70.6% | +461.1% | +289.1% |
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