+1,216.9%
VST vs AIG
+64.1%
+1,152.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.4% | +3.8% |
| 7D | +8.9% | -0.9% | +9.8% | +9.3% |
| 30D | +6.2% | -4.9% | +11.1% | +8.0% |
| 3M | -2.7% | +4.5% | -7.2% | -4.8% |
| 6M | -8.4% | -1.4% | -6.9% | -8.7% |
| YTD | -7.2% | -9.8% | +2.6% | -4.9% |
| 1Y | -20.9% | -4.5% | -16.4% | -21.3% |
| 3Y | +384.0% | +37.4% | +346.5% | +315.8% |
| 5Y | +757.1% | +55.0% | +702.1% | +587.5% |
| All | +1,216.9% | +64.1% | +1,152.8% | +763.4% |
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