+53.1%
AIG vs RVMD
+576.1%
-523.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.2% | -3.0% | +1.8% | -1.0% |
| 30D | -1.1% | -0.7% | -0.3% | -1.0% |
| 3M | +0.7% | +36.5% | -35.9% | -1.5% |
| 6M | -2.2% | +104.6% | -106.8% | -7.7% |
| YTD | -10.8% | +155.8% | -166.7% | -17.9% |
| 1Y | -2.0% | +340.7% | -342.7% | -14.3% |
| 3Y | +34.8% | +519.9% | -485.1% | +11.7% |
| All | +53.1% | +576.1% | -523.0% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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