+78,645.2%
FICO vs AIG
-19.4%
+78,664.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.4% |
| 7D | -0.9% | -5.1% | +4.1% | 0.0% |
| 30D | +3.3% | +2.8% | +0.6% | +2.8% |
| 3M | -31.7% | -2.1% | -29.6% | -31.5% |
| 6M | -34.0% | +1.4% | -35.4% | -34.2% |
| YTD | -58.3% | -7.4% | -51.0% | -57.8% |
| 1Y | -57.9% | +4.4% | -62.4% | -58.4% |
| 3Y | -24.1% | +30.0% | -54.1% | -28.2% |
| 5Y | +85.3% | +47.9% | +37.5% | +69.4% |
| 10Y | +520.3% | +74.4% | +445.9% | +430.4% |
| All | +78,645.2% | -19.4% | +78,664.6% | +82,089.2% |
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 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