+118.1%
AIG vs ROIV
+288.8%
-170.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -1.2% | +16.9% | -18.0% | -1.9% |
| 30D | -1.1% | +12.9% | -14.0% | -1.6% |
| 3M | +0.7% | +37.3% | -36.6% | -0.8% |
| 6M | -2.2% | +38.0% | -40.2% | -3.8% |
| YTD | -10.8% | +88.1% | -98.9% | -13.7% |
| 1Y | -2.0% | +183.3% | -185.3% | -7.2% |
| 3Y | +34.8% | +254.6% | -219.8% | +25.4% |
| 5Y | +55.0% | +309.8% | -254.8% | +31.6% |
| All | +118.1% | +288.8% | -170.7% | +81.8% |
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