+476.5%
V vs AIG
+66.9%
+409.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -0.4% | +2.0% | -2.4% | -1.2% |
| 30D | +6.3% | +6.3% | 0.0% | +3.8% |
| 3M | +17.2% | +9.2% | +8.0% | +13.2% |
| 6M | +29.2% | +9.5% | +19.7% | +24.5% |
| YTD | +20.8% | -1.6% | +22.4% | +20.7% |
| 1Y | +25.0% | +8.5% | +16.5% | +20.1% |
| 3Y | +75.3% | +38.3% | +37.0% | +52.1% |
| 5Y | +105.8% | +59.0% | +46.8% | +66.2% |
| All | +476.5% | +66.9% | +409.6% | +276.6% |
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