+242.6%
AIG vs VCLT
+100.6%
+142.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | -2.9% | -1.1% | -1.8% | -2.9% |
| 3M | +0.8% | -3.7% | +4.5% | +1.0% |
| 6M | -2.7% | -4.0% | +1.4% | -2.4% |
| YTD | -11.2% | -3.4% | -7.8% | -11.0% |
| 1Y | -1.5% | -4.1% | +2.6% | -1.3% |
| 3Y | +34.4% | +11.0% | +23.4% | +33.4% |
| 5Y | +54.4% | -17.0% | +71.4% | +52.6% |
| 10Y | +64.4% | +16.7% | +47.7% | +80.5% |
| All | +242.6% | +100.6% | +142.0% | +675.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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