+64.2%
AIG vs COPX
+583.8%
-519.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | -2.3% | +1.2% | -0.5% |
| 30D | -1.1% | +0.3% | -1.3% | -1.6% |
| 3M | +0.7% | +6.8% | -6.1% | -3.2% |
| 6M | -2.2% | +7.9% | -10.1% | -8.4% |
| YTD | -10.8% | +23.7% | -34.6% | -22.9% |
| 1Y | -2.0% | +71.5% | -73.6% | -27.6% |
| 3Y | +34.8% | +149.1% | -114.3% | -21.6% |
| 5Y | +55.0% | +167.3% | -112.3% | -17.7% |
| All | +64.2% | +583.8% | -519.6% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling