+3,644.4%
FIX vs AIG
+72.2%
+3,572.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.0% | -2.3% |
| 7D | -13.9% | +2.2% | -16.2% | -15.0% |
| 30D | -35.5% | +6.9% | -42.4% | -37.9% |
| 3M | -33.9% | +6.8% | -40.7% | -36.5% |
| 6M | -43.3% | +9.2% | -52.5% | -46.7% |
| YTD | +18.7% | -1.9% | +20.6% | +16.7% |
| 1Y | +13.8% | +9.7% | +4.1% | +5.2% |
| 3Y | +495.0% | +37.9% | +457.1% | +378.9% |
| 5Y | +1,049.0% | +56.8% | +992.2% | +741.8% |
| 10Y | +3,644.4% | +67.6% | +3,576.8% | +1,974.0% |
| All | +3,644.4% | +72.2% | +3,572.2% | +1,974.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling