+10,209.8%
FISV vs AIG
-22.8%
+10,232.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.4% |
| 7D | -6.4% | -1.4% | -5.0% | -6.1% |
| 30D | -6.8% | -3.3% | -3.5% | -6.2% |
| 3M | -10.0% | +2.2% | -12.1% | -10.3% |
| 6M | -20.6% | -2.1% | -18.5% | -20.4% |
| YTD | -27.6% | -11.2% | -16.4% | -26.0% |
| 1Y | -64.3% | -2.1% | -62.2% | -64.3% |
| 3Y | -60.0% | +34.4% | -94.4% | -62.3% |
| 5Y | -57.7% | +53.7% | -111.4% | -61.4% |
| 10Y | -3.0% | +64.4% | -67.4% | -15.9% |
| All | +10,209.8% | -22.8% | +10,232.6% | +7,616.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling