+69.0%
FITB vs AIG
+52.4%
+16.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.9% |
| 7D | -0.4% | -1.4% | +1.1% | +0.6% |
| 30D | -5.1% | -3.3% | -1.8% | -2.9% |
| 3M | +3.5% | +2.2% | +1.4% | +1.4% |
| 6M | +17.2% | -2.1% | +19.3% | +18.0% |
| YTD | +17.6% | -11.2% | +28.8% | +26.2% |
| 1Y | +23.4% | -2.1% | +25.5% | +22.2% |
| 3Y | +129.7% | +34.4% | +95.4% | +69.0% |
| All | +69.0% | +52.4% | +16.6% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling