+64.2%
AIG vs IVZ
+65.9%
-1.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | -1.2% | -2.4% | +1.2% | -0.1% |
| 30D | -1.1% | +3.0% | -4.1% | -2.5% |
| 3M | +0.7% | +14.9% | -14.2% | -6.4% |
| 6M | -2.2% | +36.7% | -38.9% | -16.9% |
| YTD | -10.8% | +25.7% | -36.5% | -22.0% |
| 1Y | -2.0% | +47.7% | -49.7% | -21.1% |
| 3Y | +34.8% | +138.8% | -104.0% | -20.1% |
| 5Y | +55.0% | +62.1% | -7.1% | +7.8% |
| All | +64.2% | +65.9% | -1.7% | -11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling