+130.7%
FIX vs AIG
-3.1%
+133.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +1.7% |
| 7D | +6.1% | -1.6% | +7.6% | +5.6% |
| 30D | -2.7% | -5.2% | +2.5% | -4.1% |
| 3M | -10.9% | +1.5% | -12.4% | -10.8% |
| 6M | +29.0% | -3.9% | +32.9% | +27.8% |
| YTD | +76.9% | -11.6% | +88.5% | +73.7% |
| 1Y | +130.7% | -2.9% | +133.7% | +130.8% |
| All | +130.7% | -3.1% | +133.9% | +130.8% |
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