+2,260.0%
VGT vs AIG
-90.8%
+2,350.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.5% | -1.4% | +2.9% | +1.7% |
| 30D | +0.5% | -3.3% | +3.9% | +1.0% |
| 3M | +5.3% | +2.2% | +3.1% | +4.7% |
| 6M | +32.4% | -2.1% | +34.6% | +32.5% |
| YTD | +28.6% | -11.2% | +39.8% | +30.3% |
| 1Y | +37.6% | -2.1% | +39.8% | +37.2% |
| 3Y | +125.5% | +34.4% | +91.1% | +113.8% |
| 5Y | +135.2% | +53.7% | +81.5% | +117.8% |
| 10Y | +812.9% | +64.4% | +748.5% | +707.5% |
| All | +2,260.0% | -90.8% | +2,350.8% | +2,727.6% |
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 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