+453.5%
FSLR vs AIG
+65.5%
+388.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -0.1% | -2.4% | +2.3% | +0.6% |
| 30D | -14.0% | -2.9% | -11.1% | -13.2% |
| 3M | -16.9% | +0.8% | -17.7% | -17.4% |
| 6M | +4.7% | -2.7% | +7.4% | +5.0% |
| YTD | -20.7% | -11.2% | -9.5% | -18.2% |
| 1Y | +1.7% | -1.5% | +3.2% | +0.6% |
| 3Y | +13.1% | +34.4% | -21.3% | -1.6% |
| 5Y | +108.4% | +54.4% | +54.0% | +67.6% |
| All | +453.5% | +65.5% | +388.0% | +273.0% |
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