+2,876.4%
FITB vs AIG
-23.1%
+2,899.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | +0.2% |
| 7D | +2.8% | -1.6% | +4.4% | +3.5% |
| 30D | -4.5% | -5.2% | +0.7% | -2.3% |
| 3M | +5.7% | +1.5% | +4.2% | +4.8% |
| 6M | +17.1% | -3.9% | +21.0% | +18.7% |
| YTD | +18.3% | -11.6% | +29.9% | +23.8% |
| 1Y | +23.9% | -2.9% | +26.8% | +24.3% |
| 3Y | +131.1% | +33.7% | +97.4% | +101.0% |
| 5Y | +71.1% | +52.7% | +18.4% | +42.5% |
| 10Y | +283.9% | +62.6% | +221.3% | +214.3% |
| All | +2,876.4% | -23.1% | +2,899.6% | +1,484.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling