+64.2%
AIG vs RVTY
+145.6%
-81.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.3% |
| 7D | -1.2% | -4.5% | +3.4% | 0.0% |
| 30D | -1.1% | +5.5% | -6.5% | -2.6% |
| 3M | +0.7% | +22.5% | -21.8% | -5.1% |
| 6M | -2.2% | +38.9% | -41.1% | -11.6% |
| YTD | -10.8% | +28.7% | -39.6% | -18.4% |
| 1Y | -2.0% | +45.5% | -47.5% | -14.1% |
| 3Y | +34.8% | +16.4% | +18.5% | +21.8% |
| 5Y | +55.0% | -32.7% | +87.8% | +66.7% |
| All | +64.2% | +145.6% | -81.5% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling