+206.5%
FITB vs AIG
+67.5%
+139.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +0.8% |
| 7D | +2.8% | +6.6% | -3.8% | -2.2% |
| 30D | +9.8% | +7.0% | +2.8% | +4.0% |
| 3M | -5.2% | +9.7% | -14.9% | -12.1% |
| 6M | +17.3% | +10.8% | +6.5% | +7.2% |
| YTD | +19.3% | -1.3% | +20.6% | +17.8% |
| 1Y | +32.7% | +8.4% | +24.3% | +21.6% |
| 3Y | +141.6% | +39.0% | +102.6% | +75.9% |
| 5Y | +48.9% | +59.6% | -10.7% | -3.6% |
| All | +206.5% | +67.5% | +139.0% | +53.9% |
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 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