+2,943.1%
FN vs AIG
+241.5%
+2,701.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.9% | +15.6% | +13.1% |
| 7D | 0.0% | -5.1% | +5.0% | +1.6% |
| 30D | -34.3% | +2.8% | -37.1% | -35.4% |
| 3M | -39.9% | -2.1% | -37.7% | -39.9% |
| 6M | -51.8% | +1.4% | -53.2% | -52.8% |
| YTD | -28.1% | -7.4% | -20.8% | -27.6% |
| 1Y | -29.1% | +4.4% | -33.5% | -32.2% |
| 3Y | +102.4% | +30.0% | +72.4% | +74.4% |
| 5Y | +171.7% | +47.9% | +123.8% | +117.4% |
| 10Y | +773.5% | +74.4% | +699.1% | +498.4% |
| All | +2,943.1% | +241.5% | +2,701.6% | +1,153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling