-24.4%
AIG vs VSH
+1,668.7%
-1,693.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -1.4% | +3.5% | -5.0% | -2.4% |
| 30D | -3.3% | -4.4% | +1.1% | -2.4% |
| 3M | +2.2% | -45.8% | +48.0% | +17.0% |
| 6M | -2.1% | +90.1% | -92.3% | -24.8% |
| YTD | -11.2% | +120.3% | -131.5% | -35.4% |
| 1Y | -2.1% | +112.2% | -114.3% | -28.7% |
| 3Y | +34.4% | +36.6% | -2.2% | +5.2% |
| 5Y | +53.7% | +67.0% | -13.3% | +11.1% |
| 10Y | +64.4% | +179.5% | -115.1% | +0.3% |
| All | -24.4% | +1,668.7% | -1,693.1% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling