+948.1%
FIX vs AIG
+47.6%
+900.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.9% | +9.4% | +6.8% |
| 7D | -17.5% | -5.1% | -12.4% | -16.2% |
| 30D | -41.6% | +2.8% | -44.3% | -42.5% |
| 3M | -40.6% | -2.1% | -38.5% | -40.5% |
| 6M | -49.4% | +1.4% | -50.8% | -50.4% |
| YTD | +9.2% | -7.4% | +16.5% | +10.7% |
| 1Y | +6.5% | +4.4% | +2.0% | +1.4% |
| 3Y | +448.7% | +30.0% | +418.7% | +359.6% |
| All | +948.1% | +47.6% | +900.5% | +694.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling