-22.9%
AFRM vs AIG
-2.4%
-20.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -5.9% | -5.5% |
| 7D | -8.0% | -1.4% | -6.6% | -7.9% |
| 30D | -9.8% | -3.3% | -6.5% | -9.4% |
| 3M | +4.7% | +2.2% | +2.5% | +4.4% |
| 6M | +34.1% | -2.1% | +36.2% | +33.9% |
| YTD | -8.4% | -11.2% | +2.8% | -7.2% |
| 1Y | -22.9% | -2.1% | -20.8% | -21.1% |
| All | -22.9% | -2.4% | -20.6% | -21.1% |
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