+1,250.4%
VUG vs AIG
-90.6%
+1,341.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | -0.1% | -0.9% | +0.8% | 0.0% |
| 30D | -0.3% | -4.9% | +4.6% | +0.4% |
| 3M | -0.7% | +4.5% | -5.1% | -1.5% |
| 6M | +14.6% | -1.4% | +16.1% | +14.6% |
| YTD | +9.0% | -9.8% | +18.8% | +10.3% |
| 1Y | +14.9% | -4.5% | +19.4% | +15.0% |
| 3Y | +86.0% | +37.4% | +48.6% | +76.3% |
| 5Y | +76.7% | +55.0% | +21.7% | +64.0% |
| 10Y | +411.3% | +63.7% | +347.6% | +354.1% |
| All | +1,250.4% | -90.6% | +1,341.1% | +1,502.1% |
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