+16.2%
FIX vs AIG
+11.2%
+5.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -3.0% |
| 7D | +16.9% | +2.0% | +14.9% | +17.7% |
| 30D | -30.6% | +6.3% | -37.0% | -28.8% |
| 3M | -35.1% | +9.2% | -44.3% | -32.7% |
| 6M | -44.0% | +9.5% | -53.5% | -41.7% |
| YTD | +21.0% | -1.6% | +22.7% | +23.6% |
| 1Y | +16.2% | +8.5% | +7.7% | +17.3% |
| All | +16.2% | +11.2% | +5.0% | +17.3% |
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