+1,205.2%
VST vs AIG
+70.6%
+1,134.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +6.5% |
| 7D | -0.5% | -3.4% | +2.8% | +0.5% |
| 30D | -17.1% | +3.4% | -20.4% | -18.4% |
| 3M | -4.6% | +1.7% | -6.3% | -5.8% |
| 6M | -9.1% | +5.7% | -14.7% | -11.9% |
| YTD | -16.6% | -5.1% | -11.5% | -16.6% |
| 1Y | -29.5% | +6.1% | -35.5% | -32.6% |
| 3Y | +297.5% | +35.5% | +262.1% | +242.0% |
| 5Y | +654.5% | +51.9% | +602.6% | +508.7% |
| 10Y | +1,205.2% | +68.2% | +1,137.0% | +734.5% |
| All | +1,205.2% | +70.6% | +1,134.7% | +734.5% |
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