+738.6%
IVV vs AIG
-91.5%
+830.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.3% | +1.0% |
| 7D | -2.7% | -5.1% | +2.4% | -1.8% |
| 30D | -5.4% | +2.8% | -8.1% | -5.9% |
| 3M | -4.1% | -2.1% | -1.9% | -3.8% |
| 6M | +0.7% | +1.4% | -0.7% | +0.2% |
| YTD | +8.7% | -7.4% | +16.1% | +9.7% |
| 1Y | +11.0% | +4.4% | +6.5% | +9.5% |
| 3Y | +75.4% | +30.0% | +45.4% | +65.9% |
| 5Y | +68.3% | +47.9% | +20.5% | +54.7% |
| 10Y | +315.5% | +74.4% | +241.2% | +257.2% |
| All | +738.6% | -91.5% | +830.1% | +989.4% |
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