-51.4%
VG vs AIG
+8.7%
-60.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.5% |
| 7D | -22.0% | -5.1% | -17.0% | -21.7% |
| 30D | -11.6% | +2.8% | -14.4% | -12.2% |
| 3M | -14.9% | -2.1% | -12.7% | -14.8% |
| 6M | -3.5% | +1.4% | -4.9% | -4.4% |
| YTD | +70.0% | -7.4% | +77.3% | +75.3% |
| 1Y | +50.0% | +4.4% | +45.6% | +44.6% |
| All | -51.4% | +8.7% | -60.1% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling