-10.6%
AFRM vs AIG
+6.5%
-17.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.6% |
| 7D | -7.5% | -3.4% | -4.2% | -7.0% |
| 30D | -15.7% | +3.4% | -19.1% | -16.0% |
| 3M | -9.6% | +1.7% | -11.3% | -10.1% |
| 6M | +6.3% | +5.7% | +0.6% | +5.7% |
| YTD | -8.6% | -5.1% | -3.5% | -9.7% |
| All | -10.6% | +6.5% | -17.1% | -17.0% |
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 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