+2,397.0%
VRT vs AIG
+69.3%
+2,327.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -7.7% | -2.4% | -5.3% | -6.7% |
| 30D | -12.0% | -2.9% | -9.0% | -10.8% |
| 3M | -11.7% | +0.8% | -12.5% | -12.7% |
| 6M | -8.1% | -2.7% | -5.4% | -8.0% |
| YTD | +53.2% | -11.2% | +64.4% | +59.8% |
| 1Y | +81.7% | -1.5% | +83.2% | +77.9% |
| 3Y | +535.3% | +34.4% | +500.9% | +426.0% |
| 5Y | +916.4% | +54.4% | +862.0% | +691.4% |
| All | +2,397.0% | +69.3% | +2,327.7% | +1,249.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling