-38.8%
FIS vs AIG
+39.5%
-78.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.0% |
| 7D | +2.8% | +6.6% | -3.8% | +0.4% |
| 30D | -16.7% | +7.0% | -23.7% | -18.8% |
| 3M | -32.3% | +9.7% | -42.0% | -34.6% |
| 6M | -29.1% | +10.8% | -39.9% | -31.8% |
| YTD | -54.1% | -1.3% | -52.9% | -54.1% |
| 1Y | -53.7% | +8.4% | -62.1% | -55.5% |
| 3Y | -38.8% | +39.0% | -77.9% | -44.2% |
| All | -38.8% | +39.5% | -78.4% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling