+776.1%
IVV vs AIG
-91.7%
+867.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +0.1% | -0.9% | +1.1% | +0.3% |
| 30D | +0.1% | -4.9% | +5.0% | +0.9% |
| 3M | +2.0% | +4.5% | -2.5% | +1.1% |
| 6M | +13.0% | -1.4% | +14.5% | +13.1% |
| YTD | +13.6% | -9.8% | +23.4% | +15.2% |
| 1Y | +20.1% | -4.5% | +24.6% | +20.4% |
| 3Y | +77.6% | +37.4% | +40.2% | +66.4% |
| 5Y | +82.5% | +55.0% | +27.5% | +66.5% |
| 10Y | +316.5% | +63.7% | +252.9% | +262.0% |
| All | +776.1% | -91.7% | +867.8% | +1,044.5% |
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