+11,958.2%
VRTX vs AIG
-16.4%
+11,974.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | 0.0% | +2.0% | -2.0% | -0.3% |
| 30D | +11.8% | +6.3% | +5.5% | +10.8% |
| 3M | +3.2% | +9.2% | -6.0% | +1.8% |
| 6M | +21.0% | +9.5% | +11.5% | +19.3% |
| YTD | +19.7% | -1.6% | +21.3% | +19.6% |
| 1Y | +25.0% | +8.5% | +16.5% | +23.0% |
| 3Y | +45.2% | +38.3% | +6.9% | +37.0% |
| 5Y | +189.7% | +59.0% | +130.7% | +165.3% |
| 10Y | +489.8% | +67.8% | +422.0% | +412.0% |
| All | +11,958.2% | -16.4% | +11,974.6% | +7,719.0% |
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