+74.6%
AIG vs VTEB
+25.5%
+49.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | 0.0% |
| 7D | -1.2% | -0.9% | -0.2% | -0.2% |
| 30D | -1.1% | -2.5% | +1.4% | +1.6% |
| 3M | +0.7% | -3.0% | +3.6% | +3.9% |
| 6M | -2.2% | -2.1% | 0.0% | +0.1% |
| YTD | -10.8% | -1.5% | -9.3% | -9.5% |
| 1Y | -2.0% | +0.2% | -2.2% | -2.3% |
| 3Y | +34.8% | +8.6% | +26.3% | +21.8% |
| 5Y | +55.0% | +1.2% | +53.8% | +53.5% |
| 10Y | +65.1% | +18.1% | +47.0% | +96.9% |
| All | +74.6% | +25.5% | +49.1% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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