+10.8%
AIG vs ROIV
+34.9%
-24.1%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.3% |
| 7D | +6.6% | +1.7% | +4.9% | +6.7% |
| 30D | +7.0% | +17.6% | -10.6% | +8.5% |
| 3M | +9.7% | +9.0% | +0.7% | +10.9% |
| 6M | +10.8% | +35.3% | -24.5% | +12.6% |
| All | +10.8% | +34.9% | -24.1% | +12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling