-91.3%
AIG vs VYM
+488.1%
-579.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.8% |
| 7D | -1.2% | -0.8% | -0.4% | +0.2% |
| 30D | -1.1% | -2.2% | +1.2% | +2.9% |
| 3M | +0.7% | +3.1% | -2.4% | -4.7% |
| 6M | -2.2% | +9.7% | -11.9% | -17.4% |
| YTD | -10.8% | +14.9% | -25.7% | -30.9% |
| 1Y | -2.0% | +17.6% | -19.6% | -27.4% |
| 3Y | +34.8% | +65.3% | -30.5% | -47.1% |
| 5Y | +55.0% | +78.7% | -23.7% | -47.2% |
| 10Y | +65.1% | +208.2% | -143.2% | -79.7% |
| All | -91.3% | +488.1% | -579.4% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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