-90.4%
AIG vs VIG
+614.0%
-704.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.4% |
| 7D | -1.4% | -1.2% | -0.3% | +0.5% |
| 30D | -3.3% | -2.8% | -0.5% | +1.4% |
| 3M | +2.2% | +2.5% | -0.3% | -2.2% |
| 6M | -2.1% | +8.1% | -10.2% | -14.7% |
| YTD | -11.2% | +9.6% | -20.8% | -24.7% |
| 1Y | -2.1% | +14.2% | -16.3% | -22.9% |
| 3Y | +34.4% | +56.1% | -21.7% | -39.8% |
| 5Y | +53.7% | +62.8% | -9.1% | -37.3% |
| 10Y | +64.4% | +248.2% | -183.8% | -84.2% |
| All | -90.4% | +614.0% | -704.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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