+284.0%
FITB vs AIG
+66.2%
+217.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.2% |
| 7D | -0.3% | -1.2% | +0.9% | +0.6% |
| 30D | -5.7% | -1.1% | -4.6% | -4.9% |
| 3M | +3.2% | +0.7% | +2.5% | +2.0% |
| 6M | +23.4% | -2.2% | +25.6% | +24.3% |
| YTD | +18.8% | -10.8% | +29.6% | +27.4% |
| 1Y | +25.0% | -2.0% | +27.0% | +23.8% |
| 3Y | +131.2% | +34.8% | +96.4% | +72.6% |
| 5Y | +70.7% | +55.0% | +15.6% | +13.3% |
| All | +284.0% | +66.2% | +217.9% | +104.1% |
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