+175.6%
FN vs AIG
+59.1%
+116.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.4% | -7.7% | -7.4% |
| 7D | +0.3% | +6.6% | -6.3% | -1.4% |
| 30D | -16.5% | +7.0% | -23.5% | -18.5% |
| 3M | -42.1% | +9.7% | -51.8% | -44.0% |
| 6M | -52.9% | +10.8% | -63.7% | -54.9% |
| YTD | -28.0% | -1.3% | -26.7% | -28.4% |
| 1Y | -18.5% | +8.4% | -26.9% | -22.2% |
| 3Y | +93.9% | +39.0% | +54.9% | +63.3% |
| All | +175.6% | +59.1% | +116.5% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling