+2,723.0%
VRT vs AIG
+72.0%
+2,651.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +4.8% |
| 7D | +9.1% | -0.9% | +10.1% | +9.6% |
| 30D | +0.9% | -4.9% | +5.8% | +3.3% |
| 3M | -13.4% | +4.5% | -17.8% | -15.9% |
| 6M | +11.7% | -1.4% | +13.1% | +11.1% |
| YTD | +73.2% | -9.8% | +83.0% | +79.4% |
| 1Y | +123.4% | -4.5% | +127.9% | +122.5% |
| 3Y | +606.2% | +37.4% | +568.7% | +478.7% |
| 5Y | +899.9% | +55.0% | +844.9% | +677.3% |
| All | +2,723.0% | +72.0% | +2,651.1% | +1,415.6% |
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