-29.3%
AFRM vs AIG
+109.3%
-138.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -5.9% | -5.8% |
| 7D | -8.0% | -1.4% | -6.6% | -7.0% |
| 30D | -9.8% | -3.3% | -6.5% | -7.4% |
| 3M | +4.7% | +2.2% | +2.5% | +2.1% |
| 6M | +34.1% | -2.1% | +36.2% | +35.0% |
| YTD | -8.4% | -11.2% | +2.8% | -1.6% |
| 1Y | -22.9% | -2.1% | -20.8% | -24.7% |
| 3Y | +203.3% | +34.4% | +168.9% | +124.7% |
| 5Y | -26.0% | +53.7% | -79.7% | -46.5% |
| All | -29.3% | +109.3% | -138.5% | -50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling