+5,993.3%
FIX vs AIG
+61.7%
+5,931.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +3.3% |
| 7D | +6.1% | -1.6% | +7.6% | +6.8% |
| 30D | -2.7% | -5.2% | +2.5% | -0.3% |
| 3M | -10.9% | +1.5% | -12.4% | -12.5% |
| 6M | +29.0% | -3.9% | +32.9% | +29.7% |
| YTD | +76.9% | -11.6% | +88.5% | +84.2% |
| 1Y | +130.7% | -2.9% | +133.7% | +126.6% |
| 3Y | +790.7% | +33.7% | +756.9% | +629.0% |
| 5Y | +2,185.6% | +52.7% | +2,132.9% | +1,602.4% |
| 10Y | +5,993.3% | +62.6% | +5,930.7% | +3,613.1% |
| All | +5,993.3% | +61.7% | +5,931.6% | +3,613.1% |
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 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