+312.0%
IVV vs AIG
+66.9%
+245.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +3.3% | +2.0% | +1.3% | +2.6% |
| 30D | -2.7% | +6.3% | -9.0% | -4.7% |
| 3M | -1.7% | +9.2% | -10.9% | -4.7% |
| 6M | +3.2% | +9.5% | -6.4% | -0.5% |
| YTD | +12.0% | -1.6% | +13.6% | +11.5% |
| 1Y | +12.1% | +8.5% | +3.6% | +7.8% |
| 3Y | +78.6% | +38.3% | +40.3% | +56.2% |
| 5Y | +73.8% | +59.0% | +14.8% | +42.4% |
| All | +312.0% | +66.9% | +245.1% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling