-91.0%
AIG vs VEU
+188.7%
-279.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +1.5% |
| 7D | -1.4% | +0.3% | -1.8% | -1.9% |
| 30D | -3.3% | +0.7% | -4.0% | -4.3% |
| 3M | +2.2% | +4.7% | -2.5% | -5.0% |
| 6M | -2.1% | +11.6% | -13.8% | -17.8% |
| YTD | -11.2% | +16.8% | -28.0% | -30.4% |
| 1Y | -2.1% | +24.9% | -27.0% | -30.2% |
| 3Y | +34.4% | +75.7% | -41.4% | -41.5% |
| 5Y | +53.7% | +56.1% | -2.4% | -22.1% |
| 10Y | +64.4% | +153.6% | -89.2% | -56.1% |
| All | -91.0% | +188.7% | -279.7% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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