+321.7%
VWO vs AIG
-90.3%
+412.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -1.8% | -1.2% | -0.6% | -1.6% |
| 30D | -0.1% | -1.1% | +1.0% | +0.1% |
| 3M | +2.2% | +0.7% | +1.6% | +1.9% |
| 6M | +8.8% | -2.2% | +10.9% | +8.9% |
| YTD | +12.4% | -10.8% | +23.2% | +14.3% |
| 1Y | +15.6% | -2.0% | +17.6% | +15.3% |
| 3Y | +62.5% | +34.8% | +27.7% | +51.6% |
| 5Y | +34.3% | +55.0% | -20.8% | +20.7% |
| 10Y | +114.8% | +65.1% | +49.7% | +81.9% |
| All | +321.7% | -90.3% | +412.0% | +443.9% |
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