+619.9%
FSLR vs AIG
-90.4%
+710.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -8.4% | +1.4% | -9.8% | -8.8% |
| 30D | -0.9% | +6.6% | -7.5% | -2.2% |
| 3M | -26.1% | +7.9% | -33.9% | -27.3% |
| 6M | -23.6% | +10.4% | -34.0% | -25.4% |
| YTD | -31.8% | -1.3% | -30.5% | -32.1% |
| 1Y | -32.6% | +11.5% | -44.1% | -34.4% |
| 3Y | +33.0% | +38.8% | -5.8% | +23.2% |
| 5Y | +56.8% | +57.8% | -1.0% | +40.3% |
| 10Y | +455.6% | +68.4% | +387.2% | +371.9% |
| All | +619.9% | -90.4% | +710.3% | +790.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling