-25.7%
FN vs AIG
+6.0%
-31.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.5% | -7.4% | -5.2% |
| 7D | -7.0% | +2.3% | -9.3% | -5.8% |
| 30D | -24.7% | +8.8% | -33.5% | -22.0% |
| 3M | -35.7% | +3.7% | -39.4% | -34.4% |
| 6M | -52.4% | +6.8% | -59.2% | -50.5% |
| YTD | -25.0% | -2.6% | -22.3% | -25.4% |
| 1Y | -25.7% | +3.7% | -29.4% | -26.5% |
| All | -25.7% | +6.0% | -31.6% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling