-4.5%
AIG vs IVZ
+56.4%
-61.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -0.9% | +0.6% | -1.6% | -1.0% |
| 30D | -4.9% | +4.0% | -8.9% | -5.2% |
| 3M | +4.5% | +18.2% | -13.7% | +2.6% |
| 6M | -1.4% | +32.8% | -34.3% | -5.0% |
| YTD | -9.8% | +28.7% | -38.5% | -13.4% |
| 1Y | -4.5% | +55.4% | -59.9% | -13.6% |
| All | -4.5% | +56.4% | -61.0% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling