+602.8%
FICO vs AIG
+61.7%
+541.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.9% |
| 7D | -15.4% | -1.6% | -13.9% | -14.8% |
| 30D | -10.4% | -5.2% | -5.2% | -8.4% |
| 3M | -22.7% | +1.5% | -24.2% | -23.0% |
| 6M | -36.8% | -3.9% | -32.8% | -35.6% |
| YTD | -44.8% | -11.6% | -33.2% | -42.0% |
| 1Y | -39.3% | -2.9% | -36.4% | -39.0% |
| 3Y | +3.7% | +33.7% | -30.0% | -9.8% |
| 5Y | +101.7% | +52.7% | +49.1% | +61.0% |
| 10Y | +602.8% | +62.6% | +540.1% | +320.2% |
| All | +602.8% | +61.7% | +541.1% | +320.2% |
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 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