+101.7%
FICO vs AIG
+54.7%
+47.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.8% | -15.8% | -16.4% |
| 7D | -19.2% | -0.9% | -18.2% | -18.8% |
| 30D | -14.6% | -4.9% | -9.7% | -13.0% |
| 3M | -20.1% | +4.5% | -24.6% | -21.2% |
| 6M | -36.3% | -1.4% | -34.9% | -35.9% |
| YTD | -44.9% | -9.8% | -35.1% | -42.9% |
| 1Y | -38.6% | -4.5% | -34.1% | -37.9% |
| 3Y | +4.0% | +37.4% | -33.5% | -7.9% |
| All | +101.7% | +54.7% | +47.0% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling