+2.0%
FISV vs AIG
+66.2%
-64.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +5.3% |
| 7D | -2.7% | -1.2% | -1.5% | -2.2% |
| 30D | 0.0% | -1.1% | +1.1% | +0.5% |
| 3M | -2.8% | +0.7% | -3.5% | -3.1% |
| 6M | -11.8% | -2.2% | -9.7% | -11.3% |
| YTD | -23.2% | -10.8% | -12.4% | -20.1% |
| 1Y | -62.0% | -2.0% | -60.0% | -62.0% |
| 3Y | -57.6% | +34.8% | -92.4% | -62.8% |
| 5Y | -53.4% | +55.0% | -108.4% | -61.9% |
| All | +2.0% | +66.2% | -64.2% | -34.3% |
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