+277.6%
FTI vs AIG
+33.4%
+244.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -2.3% | -1.4% | -0.9% | -1.8% |
| 30D | +5.0% | -3.3% | +8.4% | +6.4% |
| 3M | +13.8% | +2.2% | +11.7% | +12.3% |
| 6M | +22.9% | -2.1% | +25.0% | +23.3% |
| YTD | +75.0% | -11.2% | +86.2% | +83.3% |
| 1Y | +96.9% | -2.1% | +99.0% | +94.7% |
| All | +277.6% | +33.4% | +244.3% | +242.0% |
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