-80.9%
FIG vs AIG
-0.5%
-80.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.7% | -3.5% |
| 7D | -14.5% | -1.4% | -13.0% | -13.8% |
| 30D | -13.3% | -3.3% | -10.0% | -11.9% |
| 3M | +7.4% | +2.2% | +5.2% | +7.5% |
| 6M | -27.8% | -2.1% | -25.7% | -27.1% |
| YTD | -41.1% | -11.2% | -29.9% | -39.0% |
| 1Y | -58.7% | -2.1% | -56.6% | -58.4% |
| All | -80.9% | -0.5% | -80.4% | -81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling