+64.2%
AIG vs VMC
+156.6%
-92.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -1.2% | -3.8% | +2.6% | +0.6% |
| 30D | -1.1% | -9.7% | +8.6% | +3.7% |
| 3M | +0.7% | -9.6% | +10.3% | +5.0% |
| 6M | -2.2% | -4.8% | +2.7% | -1.1% |
| YTD | -10.8% | -10.9% | 0.0% | -8.1% |
| 1Y | -2.0% | -15.6% | +13.6% | +3.6% |
| 3Y | +34.8% | +19.3% | +15.5% | +15.3% |
| 5Y | +55.0% | +48.0% | +7.0% | +15.2% |
| All | +64.2% | +156.6% | -92.4% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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