-44.6%
VG vs AIG
+15.9%
-60.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +14.0% | +6.6% | +7.4% | +13.2% |
| 30D | -1.0% | +7.0% | -8.0% | -1.9% |
| 3M | -2.7% | +9.7% | -12.4% | -4.0% |
| 6M | +1.5% | +10.8% | -9.3% | -0.6% |
| YTD | +93.7% | -1.3% | +95.0% | +98.5% |
| 1Y | +68.5% | +8.4% | +60.2% | +64.1% |
| All | -44.6% | +15.9% | -60.5% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling