-8.5%
FPS vs AIG
-2.2%
-6.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.1% |
| 7D | +3.1% | -0.9% | +4.1% | +2.7% |
| 30D | -18.6% | -4.9% | -13.7% | -20.2% |
| 3M | -51.5% | +4.5% | -55.9% | -51.6% |
| 6M | -8.5% | -1.4% | -7.1% | -6.8% |
| All | -8.5% | -2.2% | -6.3% | -6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling