+1,036.2%
FTI vs AIG
+53.2%
+983.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -4.4% | -1.2% | -3.2% | -3.7% |
| 30D | +1.5% | -1.1% | +2.5% | +2.0% |
| 3M | +8.2% | +0.7% | +7.5% | +7.2% |
| 6M | +18.8% | -2.2% | +21.0% | +19.2% |
| YTD | +71.7% | -10.8% | +82.5% | +81.2% |
| 1Y | +90.0% | -2.0% | +92.1% | +87.4% |
| 3Y | +270.5% | +34.8% | +235.7% | +191.3% |
| All | +1,036.2% | +53.2% | +983.0% | +686.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling