+990.1%
VZ vs AIG
-21.5%
+1,011.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.8% |
| 7D | +0.1% | -0.9% | +1.0% | +0.2% |
| 30D | +7.9% | -4.9% | +12.8% | +8.6% |
| 3M | +13.6% | +4.5% | +9.2% | +12.9% |
| 6M | +1.1% | -1.4% | +2.5% | +1.2% |
| YTD | +29.3% | -9.8% | +39.1% | +30.9% |
| 1Y | +21.2% | -4.5% | +25.8% | +21.6% |
| 3Y | +75.9% | +37.4% | +38.4% | +67.3% |
| 5Y | +24.1% | +55.0% | -30.9% | +15.0% |
| 10Y | +62.4% | +63.7% | -1.3% | +43.7% |
| All | +990.1% | -21.5% | +1,011.6% | +492.6% |
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