-90.7%
AIG vs ITOT
+887.7%
-978.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.8% |
| 7D | -1.2% | -0.9% | -0.2% | +0.2% |
| 30D | -1.1% | -1.5% | +0.4% | +1.0% |
| 3M | +0.7% | +3.6% | -2.9% | -5.1% |
| 6M | -2.2% | +13.7% | -15.9% | -20.4% |
| YTD | -10.8% | +12.9% | -23.8% | -27.2% |
| 1Y | -2.0% | +17.2% | -19.2% | -24.8% |
| 3Y | +34.8% | +75.6% | -40.8% | -47.0% |
| 5Y | +55.0% | +75.5% | -20.4% | -41.4% |
| 10Y | +65.1% | +302.0% | -236.9% | -84.6% |
| All | -90.7% | +887.7% | -978.4% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling