+916.9%
VZ vs AIG
-17.5%
+934.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.5% |
| 7D | +2.2% | -3.4% | +5.6% | +2.7% |
| 30D | +10.6% | +3.4% | +7.2% | +10.1% |
| 3M | -0.6% | +1.7% | -2.4% | -0.9% |
| 6M | +0.7% | +5.7% | -4.9% | -0.1% |
| YTD | +20.6% | -5.1% | +25.7% | +21.2% |
| 1Y | +22.7% | +6.1% | +16.7% | +21.4% |
| 3Y | +57.2% | +35.5% | +21.8% | +49.8% |
| 5Y | +21.4% | +51.9% | -30.6% | +12.8% |
| 10Y | +65.5% | +68.2% | -2.7% | +45.8% |
| All | +916.9% | -17.5% | +934.4% | +448.9% |
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