+2,102.5%
FTI vs AIG
-92.0%
+2,194.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -2.3% | -1.4% | -0.9% | -2.0% |
| 30D | +5.0% | -3.3% | +8.4% | +5.9% |
| 3M | +13.8% | +2.2% | +11.7% | +13.0% |
| 6M | +22.9% | -2.1% | +25.0% | +23.2% |
| YTD | +75.0% | -11.2% | +86.2% | +79.5% |
| 1Y | +96.9% | -2.1% | +99.0% | +96.4% |
| 3Y | +276.7% | +34.4% | +242.4% | +246.0% |
| 5Y | +1,157.0% | +53.7% | +1,103.3% | +1,019.8% |
| 10Y | +310.7% | +64.4% | +246.3% | +260.0% |
| All | +2,102.5% | -92.0% | +2,194.5% | +2,038.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling