+140.6%
AIG vs ROIV
+280.9%
-140.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | -0.2% |
| 7D | +2.0% | +9.2% | -7.2% | +1.7% |
| 30D | +6.3% | +19.9% | -13.6% | +5.5% |
| 3M | +9.2% | +10.6% | -1.4% | +8.6% |
| 6M | +9.5% | +36.1% | -26.6% | +7.8% |
| YTD | -1.6% | +84.3% | -85.9% | -4.8% |
| 1Y | +8.5% | +87.6% | -79.1% | +4.8% |
| 3Y | +38.3% | +353.9% | -315.6% | +27.8% |
| 5Y | +59.0% | +376.1% | -317.0% | +37.3% |
| All | +140.6% | +280.9% | -140.2% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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