-80.9%
FIG vs AGG
+2.6%
-83.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -2.9% |
| 7D | -14.5% | -0.2% | -14.3% | -14.2% |
| 30D | -13.3% | -0.2% | -13.1% | -12.9% |
| 3M | +7.4% | -0.7% | +8.1% | +8.1% |
| 6M | -27.8% | -1.8% | -26.0% | -25.7% |
| YTD | -41.1% | -0.6% | -40.5% | -40.8% |
| 1Y | -58.7% | +0.4% | -59.1% | -59.0% |
| All | -80.9% | +2.6% | -83.5% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 all: compounded portfolio wealth divided by compounded AGG 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…
all analysis · Full analysis span regression · 6 months rolling