+1,465.5%
VTR vs AIG
-79.3%
+1,544.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -2.9% | -1.4% | -1.5% | -2.6% |
| 30D | -2.8% | -3.3% | +0.5% | -2.1% |
| 3M | +9.0% | +2.2% | +6.8% | +8.5% |
| 6M | +5.0% | -2.1% | +7.1% | +5.3% |
| YTD | +16.9% | -11.2% | +28.1% | +19.6% |
| 1Y | +34.3% | -2.1% | +36.4% | +34.1% |
| 3Y | +131.6% | +34.4% | +97.2% | +114.4% |
| 5Y | +88.0% | +53.7% | +34.3% | +67.5% |
| 10Y | +97.8% | +64.4% | +33.4% | +70.7% |
| All | +1,465.5% | -79.3% | +1,544.8% | +1,011.7% |
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