-14.7%
AIG vs VICR
+11,356.8%
-11,371.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.5% |
| 7D | -2.4% | -0.4% | -2.0% | -2.4% |
| 30D | -2.9% | -15.6% | +12.6% | -0.9% |
| 3M | +0.8% | -35.4% | +36.2% | +5.3% |
| 6M | -2.7% | +1.3% | -3.9% | -8.2% |
| YTD | -11.2% | +62.5% | -73.6% | -23.6% |
| 1Y | -1.5% | +255.5% | -257.0% | -27.0% |
| 3Y | +34.4% | +182.0% | -147.6% | -4.2% |
| 5Y | +54.4% | +42.9% | +11.5% | +13.2% |
| 10Y | +64.4% | +1,494.0% | -1,429.6% | -28.6% |
| All | -14.7% | +11,356.8% | -11,371.5% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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