-45.4%
VRT vs AIG
+10.0%
-55.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.4% |
| 7D | +10.5% | +6.6% | +3.9% | +14.9% |
| 30D | -9.3% | +7.0% | -16.3% | -5.5% |
| 3M | -29.6% | +9.7% | -39.3% | -25.7% |
| 6M | -45.4% | +10.8% | -56.2% | -40.8% |
| All | -45.4% | +10.0% | -55.3% | -40.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling