+33.7%
AIG vs ROIV
+253.6%
-219.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +18.8% | -20.8% | -3.0% |
| 7D | -1.6% | +20.2% | -21.7% | -2.6% |
| 30D | -5.2% | +14.1% | -19.3% | -5.9% |
| 3M | +1.5% | +45.6% | -44.1% | -1.1% |
| 6M | -3.9% | +44.1% | -48.1% | -6.5% |
| YTD | -11.6% | +91.2% | -102.8% | -16.2% |
| 1Y | -2.9% | +221.3% | -224.2% | -13.2% |
| 3Y | +33.7% | +229.2% | -195.5% | +15.6% |
| All | +33.7% | +253.6% | -219.9% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling