+1,238.2%
VST vs AIG
+60.8%
+1,177.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.3% |
| 7D | +9.9% | -1.6% | +11.5% | +10.5% |
| 30D | +7.9% | -5.2% | +13.1% | +9.9% |
| 3M | +3.4% | +1.5% | +2.0% | +2.3% |
| 6M | -4.1% | -3.9% | -0.2% | -3.6% |
| YTD | -5.7% | -11.6% | +5.9% | -2.7% |
| 1Y | -18.9% | -2.9% | -15.9% | -19.9% |
| 3Y | +359.1% | +33.7% | +325.3% | +298.3% |
| 5Y | +766.9% | +52.7% | +714.2% | +598.8% |
| All | +1,238.2% | +60.8% | +1,177.4% | +783.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling