+54.4%
AIG vs RVTY
-34.5%
+88.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | -2.4% | -7.4% | +5.0% | -1.2% |
| 30D | -2.9% | +4.5% | -7.5% | -3.7% |
| 3M | +0.8% | +19.5% | -18.7% | -2.3% |
| 6M | -2.7% | +34.1% | -36.8% | -8.0% |
| YTD | -11.2% | +25.3% | -36.4% | -15.5% |
| 1Y | -1.5% | +47.0% | -48.5% | -9.6% |
| 3Y | +34.4% | +14.1% | +20.2% | +27.3% |
| 5Y | +54.4% | -34.6% | +89.0% | +52.7% |
| All | +54.4% | -34.5% | +88.9% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling