+64.2%
AIG vs VO
+200.3%
-136.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.5% |
| 7D | -1.2% | -1.5% | +0.4% | +0.5% |
| 30D | -1.1% | -3.0% | +2.0% | +2.3% |
| 3M | +0.7% | +2.8% | -2.2% | -2.6% |
| 6M | -2.2% | +10.9% | -13.1% | -13.5% |
| YTD | -10.8% | +12.5% | -23.3% | -22.7% |
| 1Y | -2.0% | +12.0% | -14.0% | -14.9% |
| 3Y | +34.8% | +56.3% | -21.4% | -22.3% |
| 5Y | +55.0% | +42.9% | +12.1% | -1.8% |
| All | +64.2% | +200.3% | -136.1% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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