+86.3%
FOXA vs AIG
+112.6%
-26.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -5.4% | -1.4% | -4.0% | -4.9% |
| 30D | +1.1% | -3.3% | +4.5% | +2.5% |
| 3M | -6.1% | +2.2% | -8.3% | -7.1% |
| 6M | +8.2% | -2.1% | +10.4% | +8.7% |
| YTD | -11.8% | -11.2% | -0.6% | -8.3% |
| 1Y | +9.9% | -2.1% | +12.0% | +9.3% |
| 3Y | +110.7% | +34.4% | +76.4% | +81.2% |
| 5Y | +86.9% | +53.7% | +33.2% | +48.4% |
| All | +86.3% | +112.6% | -26.3% | -1.4% |
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 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