+804.7%
FN vs AIG
+69.4%
+735.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.2% | +5.7% |
| 7D | +8.0% | +1.4% | +6.6% | +7.4% |
| 30D | -19.1% | +6.6% | -25.8% | -21.2% |
| 3M | -29.8% | +7.9% | -37.7% | -32.1% |
| 6M | -43.2% | +10.4% | -53.6% | -45.8% |
| YTD | -18.9% | -1.3% | -17.7% | -20.0% |
| 1Y | -17.9% | +11.5% | -29.3% | -22.7% |
| 3Y | +120.1% | +38.8% | +81.3% | +89.1% |
| 5Y | +206.7% | +57.8% | +148.9% | +147.1% |
| 10Y | +804.7% | +68.4% | +736.3% | +553.4% |
| All | +804.7% | +69.4% | +735.2% | +553.4% |
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 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