+908.7%
VZ vs AIG
-19.4%
+928.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.4% |
| 7D | +2.1% | -5.1% | +7.2% | +2.9% |
| 30D | +1.4% | +2.8% | -1.4% | +1.0% |
| 3M | -1.3% | -2.1% | +0.9% | -1.0% |
| 6M | -0.5% | +1.4% | -1.9% | -0.8% |
| YTD | +19.6% | -7.4% | +27.0% | +20.6% |
| 1Y | +22.4% | +4.4% | +17.9% | +21.3% |
| 3Y | +55.9% | +30.0% | +25.9% | +49.3% |
| 5Y | +20.4% | +47.9% | -27.4% | +12.3% |
| 10Y | +66.9% | +74.4% | -7.5% | +46.4% |
| All | +908.7% | -19.4% | +928.2% | +446.2% |
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