-77.9%
AIG vs VT
+374.2%
-452.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.9% | +0.4% | -1.4% | -1.6% |
| 30D | -4.9% | +1.0% | -5.9% | -6.3% |
| 3M | +4.5% | +2.4% | +2.1% | -0.1% |
| 6M | -1.4% | +12.0% | -13.4% | -17.6% |
| YTD | -9.8% | +15.3% | -25.1% | -28.0% |
| 1Y | -4.5% | +22.6% | -27.1% | -30.5% |
| 3Y | +37.4% | +74.7% | -37.2% | -41.7% |
| 5Y | +55.0% | +66.1% | -11.2% | -30.3% |
| 10Y | +63.7% | +225.0% | -161.3% | -72.2% |
| All | -77.9% | +374.2% | -452.1% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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