+165.8%
VXUS vs AIG
+164.1%
+1.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.1% | +6.6% | -4.4% | -0.1% |
| 30D | -1.1% | +7.0% | -8.1% | -3.5% |
| 3M | -5.6% | +9.7% | -15.3% | -8.8% |
| 6M | -2.3% | +10.8% | -13.1% | -6.2% |
| YTD | +10.4% | -1.3% | +11.6% | +9.7% |
| 1Y | +13.1% | +8.4% | +4.7% | +8.6% |
| 3Y | +68.0% | +39.0% | +29.0% | +45.5% |
| 5Y | +45.8% | +59.6% | -13.8% | +17.6% |
| 10Y | +144.7% | +68.4% | +76.3% | +78.0% |
| All | +165.8% | +164.1% | +1.6% | +30.1% |
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