-56.9%
AFRM vs AIG
+51.8%
-108.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -2.3% |
| 7D | -7.5% | -3.4% | -4.2% | -4.6% |
| 30D | -15.7% | +3.4% | -19.1% | -18.3% |
| 3M | -9.6% | +1.7% | -11.3% | -11.2% |
| 6M | +6.3% | +5.7% | +0.6% | -0.6% |
| YTD | -8.6% | -5.1% | -3.5% | -6.5% |
| 1Y | -7.6% | +6.1% | -13.7% | -16.5% |
| 3Y | +173.7% | +35.5% | +138.2% | +80.4% |
| 5Y | -56.9% | +51.9% | -108.8% | -74.4% |
| All | -56.9% | +51.8% | -108.7% | -74.4% |
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