+953.6%
VRT vs AIG
+53.4%
+900.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.5% | -10.1% | -9.9% |
| 7D | +2.4% | -1.4% | +3.9% | +3.2% |
| 30D | -2.7% | -3.3% | +0.7% | -1.0% |
| 3M | -9.2% | +2.2% | -11.4% | -11.3% |
| 6M | -0.5% | -2.1% | +1.6% | -0.8% |
| YTD | +62.3% | -11.2% | +73.5% | +71.1% |
| 1Y | +109.6% | -2.1% | +111.7% | +103.7% |
| 3Y | +573.1% | +34.4% | +538.7% | +399.5% |
| 5Y | +953.6% | +53.7% | +899.9% | +624.7% |
| All | +953.6% | +53.4% | +900.2% | +624.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling