+37.9%
AIG vs VLTO
+72.9%
-35.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | +2.2% | +1.6% | +0.6% | +1.7% |
| 30D | +6.9% | +22.0% | -15.1% | +0.6% |
| 3M | +6.8% | +21.9% | -15.1% | +0.5% |
| 6M | +9.2% | +36.5% | -27.3% | -0.7% |
| YTD | -1.9% | +19.0% | -20.9% | -7.2% |
| 1Y | +9.7% | +21.0% | -11.3% | +2.9% |
| 3Y | +37.9% | +69.9% | -32.0% | +23.9% |
| All | +37.9% | +72.9% | -35.0% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling