+34.8%
AIG vs RVTY
+17.0%
+17.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.2% |
| 7D | -1.2% | -4.5% | +3.4% | -0.8% |
| 30D | -1.1% | +5.5% | -6.5% | -1.6% |
| 3M | +0.7% | +22.5% | -21.8% | -1.3% |
| 6M | -2.2% | +38.9% | -41.1% | -5.6% |
| YTD | -10.8% | +28.7% | -39.6% | -13.7% |
| 1Y | -2.0% | +45.5% | -47.5% | -6.9% |
| 3Y | +34.8% | +16.4% | +18.5% | +33.8% |
| All | +34.8% | +17.0% | +17.8% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling