+3,076.9%
FTAI vs AIG
+66.2%
+3,010.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.1% |
| 7D | -5.2% | -1.2% | -4.1% | -4.6% |
| 30D | -17.9% | -1.1% | -16.8% | -17.5% |
| 3M | -22.7% | +0.7% | -23.4% | -23.7% |
| 6M | -28.0% | -2.2% | -25.8% | -28.1% |
| YTD | -5.0% | -10.8% | +5.9% | -0.9% |
| 1Y | +10.4% | -2.0% | +12.4% | +7.5% |
| 3Y | +425.2% | +34.8% | +390.4% | +321.4% |
| 5Y | +890.3% | +55.0% | +835.3% | +613.5% |
| All | +3,076.9% | +66.2% | +3,010.8% | +1,442.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling