+144.8%
VXUS vs AIG
+65.5%
+79.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -1.9% | -2.4% | +0.5% | -1.2% |
| 30D | -0.7% | -2.9% | +2.2% | +0.1% |
| 3M | +4.9% | +0.8% | +4.2% | +4.4% |
| 6M | +9.7% | -2.7% | +12.3% | +10.1% |
| YTD | +15.0% | -11.2% | +26.2% | +18.3% |
| 1Y | +22.4% | -1.5% | +24.0% | +21.6% |
| 3Y | +72.2% | +34.4% | +37.9% | +53.6% |
| 5Y | +52.6% | +54.4% | -1.8% | +28.0% |
| All | +144.8% | +65.5% | +79.3% | +75.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling