+8,590.7%
FIX vs AIG
-80.0%
+8,670.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.4% | +7.0% | +8.9% |
| 7D | -7.2% | -3.4% | -3.9% | -6.7% |
| 30D | -35.1% | +3.4% | -38.5% | -35.7% |
| 3M | -34.3% | +1.7% | -36.0% | -34.7% |
| 6M | -42.9% | +5.7% | -48.6% | -44.0% |
| YTD | +19.5% | -5.1% | +24.6% | +19.5% |
| 1Y | +16.8% | +6.1% | +10.7% | +14.0% |
| 3Y | +506.7% | +35.5% | +471.2% | +460.7% |
| 5Y | +1,046.7% | +51.9% | +994.7% | +930.6% |
| 10Y | +3,800.0% | +68.2% | +3,731.8% | +3,245.9% |
| All | +8,590.7% | -80.0% | +8,670.7% | +7,638.8% |
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 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