+826.4%
FN vs AIG
+70.6%
+755.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.4% | +9.4% | +11.1% |
| 7D | +16.3% | -3.4% | +19.6% | +17.3% |
| 30D | -24.7% | +3.4% | -28.1% | -25.9% |
| 3M | -34.9% | +1.7% | -36.7% | -35.7% |
| 6M | -41.1% | +5.7% | -46.8% | -42.9% |
| YTD | -19.6% | -5.1% | -14.5% | -19.6% |
| 1Y | -18.5% | +6.1% | -24.6% | -21.9% |
| 3Y | +119.1% | +35.5% | +83.7% | +89.8% |
| 5Y | +206.9% | +51.9% | +155.0% | +150.6% |
| 10Y | +826.4% | +68.2% | +758.2% | +592.8% |
| All | +826.4% | +70.6% | +755.9% | +592.8% |
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