+644.6%
VRT vs AIG
+34.0%
+610.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.0% | +5.7% | +4.2% |
| 7D | +13.6% | -1.6% | +15.2% | +14.1% |
| 30D | +6.8% | -5.2% | +12.0% | +8.3% |
| 3M | -3.2% | +1.5% | -4.7% | -4.3% |
| 6M | +20.3% | -3.9% | +24.3% | +21.1% |
| YTD | +79.6% | -11.6% | +91.2% | +85.7% |
| 1Y | +139.0% | -2.9% | +141.9% | +134.9% |
| 3Y | +644.6% | +33.7% | +610.9% | +486.5% |
| All | +644.6% | +34.0% | +610.6% | +486.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling