+766.3%
IVV vs AIG
-90.9%
+857.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +1.2% |
| 7D | -0.9% | +1.4% | -2.3% | -1.2% |
| 30D | -2.3% | +6.6% | -9.0% | -3.5% |
| 3M | -1.2% | +7.9% | -9.0% | -2.6% |
| 6M | +3.3% | +10.4% | -7.1% | +1.2% |
| YTD | +12.3% | -1.3% | +13.6% | +12.0% |
| 1Y | +12.5% | +11.5% | +1.0% | +9.8% |
| 3Y | +79.2% | +38.8% | +40.4% | +67.5% |
| 5Y | +75.6% | +57.8% | +17.8% | +59.5% |
| 10Y | +313.4% | +68.4% | +245.0% | +256.6% |
| All | +766.3% | -90.9% | +857.2% | +1,012.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling