-80.3%
FIG vs AA
+75.2%
-155.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.5% | -9.2% | -6.2% |
| 7D | -16.4% | +1.7% | -18.0% | -16.6% |
| 30D | -2.3% | +3.3% | -5.6% | -2.9% |
| 3M | +7.8% | -29.4% | +37.2% | +14.6% |
| 6M | -21.8% | -12.8% | -9.0% | -21.9% |
| YTD | -39.1% | -2.1% | -37.0% | -42.3% |
| 1Y | -56.6% | +62.8% | -119.4% | -65.0% |
| All | -80.3% | +75.2% | -155.5% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling