+12,036.0%
VRTX vs AIG
-23.4%
+12,059.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | +0.8% | -0.9% | +1.8% | +1.0% |
| 30D | +12.6% | -4.9% | +17.5% | +13.5% |
| 3M | +23.6% | +4.5% | +19.2% | +22.8% |
| 6M | +14.3% | -1.4% | +15.7% | +14.4% |
| YTD | +20.5% | -9.8% | +30.3% | +22.0% |
| 1Y | +37.6% | -4.5% | +42.1% | +38.0% |
| 3Y | +55.5% | +37.4% | +18.1% | +46.9% |
| 5Y | +175.7% | +55.0% | +120.8% | +153.5% |
| 10Y | +474.2% | +63.7% | +410.5% | +401.0% |
| All | +12,036.0% | -23.4% | +12,059.4% | +7,877.7% |
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 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