-24.4%
FSLR vs AIG
+9.7%
-34.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -2.9% | -3.4% |
| 7D | -12.0% | +2.0% | -14.0% | -10.7% |
| 30D | -7.7% | +6.3% | -14.0% | -5.0% |
| 3M | -24.0% | +9.2% | -33.2% | -21.3% |
| 6M | -24.4% | +9.5% | -34.0% | -20.7% |
| All | -24.4% | +9.7% | -34.2% | -20.7% |
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