+105.4%
FSLR vs AIG
+53.4%
+52.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.5% | -5.2% | -4.9% |
| 7D | +0.2% | -1.4% | +1.7% | +0.6% |
| 30D | -15.1% | -3.3% | -11.8% | -14.5% |
| 3M | -22.5% | +2.2% | -24.7% | -23.1% |
| 6M | +4.0% | -2.1% | +6.1% | +4.1% |
| YTD | -22.3% | -11.2% | -11.1% | -20.3% |
| 1Y | 0.0% | -2.1% | +2.1% | -0.6% |
| 3Y | +10.9% | +34.4% | -23.5% | -1.0% |
| 5Y | +105.4% | +53.7% | +51.7% | +66.2% |
| All | +105.4% | +53.4% | +52.0% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling