-22.6%
FPS vs AIG
+9.5%
-32.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.5% | -18.8% | -16.7% |
| 7D | -23.3% | +2.3% | -25.6% | -22.6% |
| 30D | -42.4% | +8.8% | -51.2% | -41.4% |
| 3M | -43.0% | +3.7% | -46.7% | -42.5% |
| 6M | -44.5% | +6.8% | -51.2% | -42.5% |
| All | -22.6% | +9.5% | -32.1% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling