-58.5%
FIG vs AIG
-1.2%
-57.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.6% |
| 7D | -3.8% | -1.2% | -2.7% | -3.2% |
| 30D | -2.3% | -1.1% | -1.3% | -1.8% |
| 3M | +20.0% | +0.7% | +19.3% | +20.5% |
| 6M | -16.7% | -2.2% | -14.5% | -15.9% |
| YTD | -37.9% | -10.8% | -27.1% | -35.5% |
| 1Y | -58.5% | -2.0% | -56.5% | -58.4% |
| All | -58.5% | -1.2% | -57.3% | -58.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling