+860.4%
FN vs AIG
+65.2%
+795.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +4.0% | +3.4% |
| 7D | -1.7% | -0.9% | -0.7% | -1.4% |
| 30D | -22.0% | -4.9% | -17.1% | -20.8% |
| 3M | -43.0% | +4.5% | -47.5% | -44.2% |
| 6M | -27.7% | -1.4% | -26.3% | -28.0% |
| YTD | -10.5% | -9.8% | -0.7% | -8.5% |
| 1Y | +12.5% | -4.5% | +17.0% | +11.9% |
| 3Y | +153.8% | +37.4% | +116.4% | +119.1% |
| 5Y | +288.0% | +55.0% | +233.0% | +215.5% |
| All | +860.4% | +65.2% | +795.2% | +567.3% |
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