-24.4%
AIG vs VMC
+3,084.3%
-3,108.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.7% | +2.1% |
| 7D | -1.4% | -5.3% | +3.9% | +1.3% |
| 30D | -3.3% | -12.3% | +8.9% | +3.1% |
| 3M | +2.2% | -10.3% | +12.4% | +7.1% |
| 6M | -2.1% | -8.6% | +6.4% | +1.1% |
| YTD | -11.2% | -11.9% | +0.7% | -7.7% |
| 1Y | -2.1% | -13.9% | +11.8% | +2.8% |
| 3Y | +34.4% | +18.2% | +16.2% | +16.5% |
| 5Y | +53.7% | +47.7% | +6.0% | +16.5% |
| 10Y | +64.4% | +152.5% | -88.1% | -11.0% |
| All | -24.4% | +3,084.3% | -3,108.7% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling