-40.6%
FIS vs AIG
+66.2%
-106.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -7.9% | -1.2% | -6.7% | -7.4% |
| 30D | -8.0% | -1.1% | -6.9% | -7.5% |
| 3M | +0.6% | +0.7% | -0.1% | +0.3% |
| 6M | -22.2% | -2.2% | -20.0% | -21.7% |
| YTD | -40.8% | -10.8% | -29.9% | -38.4% |
| 1Y | -41.5% | -2.0% | -39.5% | -41.7% |
| 3Y | -25.5% | +34.8% | -60.3% | -35.2% |
| 5Y | -64.8% | +55.0% | -119.8% | -71.3% |
| All | -40.6% | +66.2% | -106.7% | -60.8% |
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