+726.4%
FSLR vs AIG
-91.2%
+817.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | 0.0% | -0.9% | +0.9% | +0.2% |
| 30D | -13.7% | -4.9% | -8.8% | -12.8% |
| 3M | -35.1% | +4.5% | -39.5% | -35.8% |
| 6M | +3.6% | -1.4% | +5.1% | +3.6% |
| YTD | -21.7% | -9.8% | -11.9% | -20.6% |
| 1Y | +1.3% | -4.5% | +5.8% | +1.4% |
| 3Y | +9.7% | +37.4% | -27.7% | +2.0% |
| 5Y | +117.4% | +55.0% | +62.4% | +95.6% |
| 10Y | +435.5% | +63.7% | +371.8% | +359.3% |
| All | +726.4% | -91.2% | +817.6% | +941.6% |
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