+12,471.5%
FIX vs AIG
-81.0%
+12,552.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.8% | +2.1% |
| 7D | +6.0% | -0.9% | +7.0% | +6.2% |
| 30D | -7.2% | -4.9% | -2.4% | -6.3% |
| 3M | -15.9% | +4.5% | -20.3% | -17.0% |
| 6M | +12.7% | -1.4% | +14.2% | +12.5% |
| YTD | +72.8% | -9.8% | +82.6% | +75.2% |
| 1Y | +122.9% | -4.5% | +127.4% | +122.6% |
| 3Y | +774.3% | +37.4% | +736.9% | +707.3% |
| 5Y | +2,049.5% | +55.0% | +1,994.5% | +1,830.7% |
| 10Y | +5,821.5% | +63.7% | +5,757.8% | +5,027.0% |
| All | +12,471.5% | -81.0% | +12,552.4% | +11,244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling