+425.2%
FTAI vs AIG
+33.9%
+391.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.2% |
| 7D | -5.2% | -1.2% | -4.1% | -4.8% |
| 30D | -17.9% | -1.1% | -16.8% | -17.7% |
| 3M | -22.7% | +0.7% | -23.4% | -23.5% |
| 6M | -28.0% | -2.2% | -25.8% | -28.0% |
| YTD | -5.0% | -10.8% | +5.9% | -0.9% |
| 1Y | +10.4% | -2.0% | +12.4% | +7.2% |
| 3Y | +425.2% | +34.8% | +390.4% | +335.3% |
| All | +425.2% | +33.9% | +391.3% | +335.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling