+387.0%
VNQ vs AIG
-90.7%
+477.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -0.9% | -1.4% | +0.6% | -0.6% |
| 30D | -2.2% | -3.3% | +1.1% | -1.6% |
| 3M | -1.9% | +2.2% | -4.1% | -2.5% |
| 6M | +3.2% | -2.1% | +5.4% | +3.5% |
| YTD | +9.4% | -11.2% | +20.6% | +11.8% |
| 1Y | +7.5% | -2.1% | +9.6% | +7.4% |
| 3Y | +31.1% | +34.4% | -3.3% | +21.9% |
| 5Y | +6.6% | +53.7% | -47.2% | -4.6% |
| 10Y | +63.9% | +64.4% | -0.5% | +38.2% |
| All | +387.0% | -90.7% | +477.7% | +519.1% |
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