-51.1%
FIS vs AIG
+6.0%
-57.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.5% | -25.1% | -24.0% |
| 7D | -18.4% | +2.3% | -20.7% | -18.9% |
| 30D | -11.4% | +8.8% | -20.1% | -12.9% |
| 3M | -32.0% | +3.7% | -35.7% | -32.5% |
| 6M | -35.6% | +6.8% | -42.4% | -36.5% |
| YTD | -53.8% | -2.6% | -51.1% | -54.4% |
| 1Y | -51.1% | +3.7% | -54.8% | -52.4% |
| All | -51.1% | +6.0% | -57.1% | -52.4% |
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 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