-58.8%
FICO vs AIG
+6.5%
-65.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.8% |
| 7D | -0.1% | -3.4% | +3.3% | +1.2% |
| 30D | +8.4% | +3.4% | +5.1% | +7.1% |
| 3M | -30.5% | +1.7% | -32.2% | -30.4% |
| 6M | -35.7% | +5.7% | -41.4% | -36.3% |
| YTD | -57.2% | -5.1% | -52.1% | -56.8% |
| All | -58.8% | +6.5% | -65.3% | -58.2% |
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 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