+14.4%
FIX vs AIG
+6.0%
+8.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.5% | -16.5% | -14.4% |
| 7D | -18.9% | +2.3% | -21.2% | -18.0% |
| 30D | -36.3% | +8.8% | -45.1% | -34.0% |
| 3M | -38.5% | +3.7% | -42.2% | -37.2% |
| 6M | -42.3% | +6.8% | -49.0% | -40.2% |
| YTD | +17.1% | -2.6% | +19.7% | +19.1% |
| 1Y | +14.4% | +3.7% | +10.7% | +14.0% |
| All | +14.4% | +6.0% | +8.4% | +14.0% |
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