-57.4%
FIG vs AA
+6.6%
-64.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.8% | +1.5% |
| 7D | -14.3% | +1.1% | -15.4% | -14.3% |
| 30D | -13.6% | -1.3% | -12.4% | -13.5% |
| 3M | -23.7% | -23.9% | +0.2% | -21.8% |
| 6M | -5.4% | -36.8% | +31.4% | -1.0% |
| YTD | -49.2% | -22.2% | -27.1% | -51.8% |
| 1Y | -57.4% | +10.4% | -67.7% | -67.0% |
| All | -57.4% | +6.6% | -64.0% | -67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling