+1,116.3%
VST vs AIG
+66.5%
+1,049.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -3.9% | +14.5% | +11.9% |
| 7D | -9.8% | -5.1% | -4.7% | -8.4% |
| 30D | -25.1% | +2.8% | -27.9% | -26.3% |
| 3M | -11.6% | -2.1% | -9.5% | -11.5% |
| 6M | -20.9% | +1.4% | -22.3% | -22.2% |
| YTD | -22.3% | -7.4% | -14.9% | -21.6% |
| 1Y | -32.0% | +4.4% | -36.4% | -34.7% |
| 3Y | +262.4% | +30.0% | +232.4% | +216.3% |
| 5Y | +563.4% | +47.9% | +515.5% | +440.1% |
| All | +1,116.3% | +66.5% | +1,049.8% | +683.9% |
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