+34.3%
AIG vs VSH
+33.8%
+0.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -2.4% | +3.1% | -5.5% | -2.5% |
| 30D | -2.9% | -5.7% | +2.8% | -2.7% |
| 3M | +0.8% | -42.5% | +43.3% | +3.5% |
| 6M | -2.7% | +82.7% | -85.3% | -12.5% |
| YTD | -11.2% | +118.2% | -129.4% | -22.1% |
| 1Y | -1.5% | +109.7% | -111.2% | -13.5% |
| All | +34.3% | +33.8% | +0.5% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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