+222.5%
VT vs AIG
+65.2%
+157.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.3% |
| 7D | +0.4% | -0.9% | +1.4% | +0.8% |
| 30D | +1.0% | -4.9% | +5.9% | +2.6% |
| 3M | +2.4% | +4.5% | -2.1% | +0.6% |
| 6M | +12.0% | -1.4% | +13.4% | +12.0% |
| YTD | +15.3% | -9.8% | +25.1% | +18.4% |
| 1Y | +22.6% | -4.5% | +27.1% | +22.9% |
| 3Y | +74.7% | +37.4% | +37.2% | +53.4% |
| 5Y | +66.1% | +55.0% | +11.2% | +37.8% |
| All | +222.5% | +65.2% | +157.4% | +127.3% |
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