+74.1%
AIG vs VSXY
+33.4%
+40.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.2% |
| 7D | -2.4% | -0.3% | -2.0% | -2.4% |
| 30D | -2.9% | -22.1% | +19.1% | -1.3% |
| 3M | +0.8% | -1.1% | +1.9% | +0.5% |
| 6M | -2.7% | +53.8% | -56.5% | -7.4% |
| YTD | -11.2% | +35.5% | -46.7% | -15.1% |
| 1Y | -1.5% | +186.0% | -187.5% | -13.0% |
| 3Y | +34.4% | +343.2% | -308.8% | +4.8% |
| 5Y | +54.4% | +19.0% | +35.4% | +40.8% |
| All | +74.1% | +33.4% | +40.7% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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