+53.1%
AIG vs IVZ
+61.1%
-8.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -1.2% | -2.4% | +1.2% | -0.4% |
| 30D | -1.1% | +3.0% | -4.1% | -2.0% |
| 3M | +0.7% | +14.9% | -14.2% | -4.1% |
| 6M | -2.2% | +36.7% | -38.9% | -12.4% |
| YTD | -10.8% | +25.7% | -36.5% | -18.5% |
| 1Y | -2.0% | +47.7% | -49.7% | -15.6% |
| 3Y | +34.8% | +138.8% | -104.0% | -7.4% |
| All | +53.1% | +61.1% | -8.0% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling