-83.5%
AIG vs VRSN
+6,532.2%
-6,615.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.1% |
| 7D | -1.4% | -1.0% | -0.4% | -1.2% |
| 30D | -3.3% | -1.9% | -1.4% | -3.0% |
| 3M | +2.2% | +1.4% | +0.8% | +1.6% |
| 6M | -2.1% | +19.0% | -21.2% | -5.8% |
| YTD | -11.2% | +19.2% | -30.4% | -14.9% |
| 1Y | -2.1% | +1.7% | -3.8% | -3.3% |
| 3Y | +34.4% | +41.4% | -7.1% | +23.7% |
| 5Y | +53.7% | +31.7% | +22.1% | +42.3% |
| 10Y | +64.4% | +290.3% | -225.9% | +23.5% |
| All | -83.5% | +6,532.2% | -6,615.7% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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