+74.3%
AIG vs RVMD
+636.2%
-561.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -1.4% | -0.7% | -0.7% | -1.3% |
| 30D | -3.3% | +0.3% | -3.7% | -3.4% |
| 3M | +2.2% | +38.9% | -36.7% | -2.6% |
| 6M | -2.1% | +108.1% | -110.2% | -13.1% |
| YTD | -11.2% | +160.7% | -171.9% | -24.8% |
| 1Y | -2.1% | +407.3% | -409.4% | -26.0% |
| 3Y | +34.4% | +546.6% | -512.2% | -7.4% |
| 5Y | +53.7% | +579.8% | -526.1% | -2.8% |
| All | +74.3% | +636.2% | -561.8% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling