-39.3%
VG vs AIG
+5.9%
-45.2%
-75.2%
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 | +1.7% | -0.9% | +2.6% | +1.8% |
| 30D | +16.0% | -4.9% | +20.9% | +16.9% |
| 3M | +9.7% | +4.5% | +5.3% | +8.3% |
| 6M | +29.6% | -1.4% | +31.0% | +29.4% |
| YTD | +112.0% | -9.8% | +121.8% | +120.1% |
| 1Y | +12.8% | -4.5% | +17.3% | +14.2% |
| All | -39.3% | +5.9% | -45.2% | -22.9% |
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