+420.9%
FSLR vs AIG
+66.9%
+353.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -2.9% | -3.2% |
| 7D | -12.0% | +2.0% | -14.0% | -12.7% |
| 30D | -7.7% | +6.3% | -14.0% | -9.8% |
| 3M | -24.0% | +9.2% | -33.2% | -26.5% |
| 6M | -24.4% | +9.5% | -34.0% | -27.3% |
| YTD | -34.0% | -1.6% | -32.4% | -34.5% |
| 1Y | -35.6% | +8.5% | -44.1% | -38.2% |
| 3Y | +28.7% | +38.3% | -9.7% | +11.2% |
| 5Y | +55.3% | +59.0% | -3.7% | +24.4% |
| All | +420.9% | +66.9% | +353.9% | +263.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling