+191.5%
AIG vs COPX
+179.5%
+12.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | -2.3% | +1.2% | -0.4% |
| 30D | -1.1% | +0.3% | -1.3% | -1.7% |
| 3M | +0.7% | +6.8% | -6.1% | -3.5% |
| 6M | -2.2% | +7.9% | -10.1% | -8.9% |
| YTD | -10.8% | +23.7% | -34.6% | -23.4% |
| 1Y | -2.0% | +71.5% | -73.6% | -28.2% |
| 3Y | +34.8% | +149.1% | -114.3% | -21.8% |
| 5Y | +55.0% | +167.3% | -112.3% | -17.0% |
| 10Y | +65.1% | +568.5% | -503.5% | -49.0% |
| All | +191.5% | +179.5% | +12.0% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling