-80.9%
FIG vs AA
+71.8%
-152.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -3.0% |
| 7D | -14.5% | -0.6% | -13.8% | -14.4% |
| 30D | -13.3% | -1.6% | -11.8% | -13.2% |
| 3M | +7.4% | -29.8% | +37.2% | +14.2% |
| 6M | -27.8% | -16.6% | -11.2% | -27.1% |
| YTD | -41.1% | -4.0% | -37.1% | -44.1% |
| 1Y | -58.7% | +63.5% | -122.2% | -66.4% |
| All | -80.9% | +71.8% | -152.7% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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