-79.1%
FIG vs AIG
+1.0%
-80.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.8% | -3.5% | -4.0% |
| 7D | -16.3% | -0.9% | -15.4% | -15.9% |
| 30D | -14.3% | -4.9% | -9.4% | -12.3% |
| 3M | +7.2% | +4.5% | +2.7% | +6.1% |
| 6M | -18.6% | -1.4% | -17.2% | -18.4% |
| YTD | -35.5% | -9.8% | -25.7% | -33.7% |
| 1Y | -55.8% | -4.5% | -51.3% | -56.1% |
| All | -79.1% | +1.0% | -80.2% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling