-9.1%
NVTS vs AIG
+43.8%
-52.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.4% | +3.9% | +4.1% |
| 7D | -1.4% | -1.2% | -0.3% | -1.0% |
| 30D | -16.5% | -1.1% | -15.4% | -16.2% |
| 3M | -47.6% | +0.7% | -48.3% | -48.5% |
| 6M | +7.3% | -2.2% | +9.5% | +6.7% |
| YTD | +62.9% | -10.8% | +73.7% | +68.2% |
| 1Y | +91.3% | -2.0% | +93.3% | +84.2% |
| 3Y | +43.4% | +34.8% | +8.6% | +0.4% |
| All | -9.1% | +43.8% | -52.9% | -38.1% |
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