+34.2%
AIG vs VLTO
+23.4%
+10.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -2.4% | -4.5% | +2.1% | -1.1% |
| 30D | -2.9% | -4.6% | +1.7% | -1.7% |
| 3M | +0.8% | +13.3% | -12.5% | -2.8% |
| 6M | -2.7% | +2.1% | -4.8% | -3.4% |
| YTD | -11.2% | -6.1% | -5.1% | -9.8% |
| 1Y | -1.5% | -11.4% | +9.9% | +2.0% |
| All | +34.2% | +23.4% | +10.8% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling