+34.8%
AIG vs VMC
+18.8%
+16.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -1.2% | -3.8% | +2.6% | -0.3% |
| 30D | -1.1% | -9.7% | +8.6% | +1.2% |
| 3M | +0.7% | -9.6% | +10.3% | +2.8% |
| 6M | -2.2% | -4.8% | +2.7% | -1.6% |
| YTD | -10.8% | -10.9% | 0.0% | -10.1% |
| 1Y | -2.0% | -15.6% | +13.6% | +0.4% |
| 3Y | +34.8% | +19.3% | +15.5% | +22.2% |
| All | +34.8% | +18.8% | +16.1% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling