+592.8%
FSLR vs AIG
-90.4%
+683.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -14.8% | +6.6% | -21.4% | -15.9% |
| 30D | -4.3% | +7.0% | -11.3% | -5.7% |
| 3M | -23.4% | +9.7% | -33.1% | -24.9% |
| 6M | -26.9% | +10.8% | -37.7% | -28.7% |
| YTD | -34.4% | -1.3% | -33.1% | -34.7% |
| 1Y | -33.2% | +8.4% | -41.6% | -34.7% |
| 3Y | +28.1% | +39.0% | -10.9% | +18.6% |
| 5Y | +54.5% | +59.6% | -5.1% | +38.0% |
| 10Y | +434.6% | +68.4% | +366.2% | +354.0% |
| All | +592.8% | -90.4% | +683.2% | +756.7% |
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 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