+608.4%
VST vs AIG
+59.1%
+549.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +6.6% | +6.6% | 0.0% | +4.7% |
| 30D | -12.4% | +7.0% | -19.4% | -14.5% |
| 3M | -9.0% | +9.7% | -18.7% | -12.0% |
| 6M | -6.4% | +10.8% | -17.2% | -10.3% |
| YTD | -17.2% | -1.3% | -15.9% | -17.7% |
| 1Y | -22.0% | +8.4% | -30.4% | -25.6% |
| 3Y | +296.7% | +39.0% | +257.7% | +237.4% |
| All | +608.4% | +59.1% | +549.3% | +459.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling