-26.0%
FSLR vs AIG
+6.0%
-31.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.2% | +4.8% |
| 7D | +10.3% | +2.3% | +8.0% | +10.5% |
| 30D | +10.4% | +8.8% | +1.6% | +11.1% |
| 3M | -20.2% | +3.7% | -23.9% | -20.1% |
| 6M | -8.0% | +6.8% | -14.7% | -6.9% |
| YTD | -25.5% | -2.6% | -22.9% | -25.2% |
| 1Y | -26.0% | +3.7% | -29.7% | -27.1% |
| All | -26.0% | +6.0% | -31.9% | -27.1% |
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