-20.9%
AFRM vs AIG
+54.7%
-75.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -1.9% |
| 7D | -7.0% | -0.9% | -6.0% | -6.1% |
| 30D | -7.8% | -4.9% | -2.9% | -3.6% |
| 3M | +5.3% | +4.5% | +0.9% | -0.1% |
| 6M | +42.6% | -1.4% | +44.1% | +42.8% |
| YTD | -2.8% | -9.8% | +7.0% | +4.2% |
| 1Y | -19.3% | -4.5% | -14.8% | -19.5% |
| 3Y | +231.0% | +37.4% | +193.5% | +117.2% |
| All | -20.9% | +54.7% | -75.6% | -50.4% |
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