-24.4%
AIG vs RVTY
+2,293.6%
-2,318.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.2% |
| 7D | -1.4% | -5.4% | +4.0% | +0.2% |
| 30D | -3.3% | +6.7% | -10.1% | -5.3% |
| 3M | +2.2% | +19.0% | -16.8% | -3.6% |
| 6M | -2.1% | +34.6% | -36.8% | -11.7% |
| YTD | -11.2% | +28.3% | -39.5% | -19.4% |
| 1Y | -2.1% | +46.0% | -48.2% | -15.0% |
| 3Y | +34.4% | +16.9% | +17.5% | +20.2% |
| 5Y | +53.7% | -32.9% | +86.6% | +59.5% |
| 10Y | +64.4% | +141.6% | -77.2% | +11.0% |
| All | -24.4% | +2,293.6% | -2,318.0% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling