+57.8%
AIG vs ROIV
+421.8%
-364.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.6% |
| 7D | +1.4% | +9.5% | -8.1% | +1.0% |
| 30D | +6.6% | +21.0% | -14.4% | +5.7% |
| 3M | +7.9% | +18.7% | -10.8% | +6.8% |
| 6M | +10.4% | +44.5% | -34.1% | +8.0% |
| YTD | -1.3% | +92.9% | -94.1% | -5.1% |
| 1Y | +11.5% | +100.2% | -88.8% | +6.8% |
| 3Y | +38.8% | +375.0% | -336.2% | +26.2% |
| 5Y | +57.8% | +435.2% | -377.3% | +30.6% |
| All | +57.8% | +421.8% | -364.0% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling