-66.1%
FIS vs AIG
+53.4%
-119.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.6% |
| 7D | -9.1% | -1.4% | -7.6% | -8.4% |
| 30D | -10.4% | -3.3% | -7.1% | -9.0% |
| 3M | -3.7% | +2.2% | -5.9% | -4.7% |
| 6M | -24.8% | -2.1% | -22.6% | -24.2% |
| YTD | -41.6% | -11.2% | -30.4% | -38.6% |
| 1Y | -42.7% | -2.1% | -40.6% | -43.0% |
| 3Y | -26.2% | +34.4% | -60.6% | -38.9% |
| 5Y | -66.1% | +53.7% | -119.8% | -75.0% |
| All | -66.1% | +53.4% | -119.5% | -75.0% |
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