+160.3%
FN vs AIG
+38.1%
+122.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +4.0% | +3.3% |
| 7D | -1.7% | -0.9% | -0.7% | -1.5% |
| 30D | -22.0% | -4.9% | -17.1% | -21.4% |
| 3M | -43.0% | +4.5% | -47.5% | -43.8% |
| 6M | -27.7% | -1.4% | -26.3% | -27.8% |
| YTD | -10.5% | -9.8% | -0.7% | -8.4% |
| 1Y | +12.5% | -4.5% | +17.0% | +12.1% |
| All | +160.3% | +38.1% | +122.3% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling