+34.8%
AIG vs ITOT
+75.8%
-40.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | -1.2% | -0.9% | -0.2% | -0.7% |
| 30D | -1.1% | -1.5% | +0.4% | -0.3% |
| 3M | +0.7% | +3.6% | -2.9% | -1.4% |
| 6M | -2.2% | +13.7% | -15.9% | -9.5% |
| YTD | -10.8% | +12.9% | -23.8% | -17.3% |
| 1Y | -2.0% | +17.2% | -19.2% | -11.4% |
| 3Y | +34.8% | +75.6% | -40.8% | -9.9% |
| All | +34.8% | +75.8% | -40.9% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling