+54.6%
FTI vs AIG
+6.0%
+48.6%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.8% | -3.3% |
| 7D | -9.7% | +2.3% | -12.0% | -9.7% |
| 30D | -8.2% | +8.8% | -17.0% | -8.6% |
| 3M | -7.8% | +3.7% | -11.5% | -7.8% |
| 6M | -13.4% | +6.8% | -20.2% | -13.7% |
| YTD | +45.1% | -2.6% | +47.7% | +45.3% |
| 1Y | +54.6% | +3.7% | +50.9% | +54.2% |
| All | +54.6% | +6.0% | +48.6% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling