-90.4%
AIG vs OVV
+166.6%
-257.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +6.6% | +8.0% | -1.5% | +4.3% |
| 30D | +7.0% | -2.0% | +9.1% | +7.3% |
| 3M | +9.7% | +5.4% | +4.3% | +7.5% |
| 6M | +10.8% | +14.3% | -3.5% | +5.4% |
| YTD | -1.3% | +69.4% | -70.7% | -16.9% |
| 1Y | +8.4% | +72.4% | -64.0% | -9.5% |
| 3Y | +39.0% | +58.4% | -19.4% | +14.6% |
| 5Y | +59.6% | +106.1% | -46.5% | +13.6% |
| 10Y | +68.4% | +59.6% | +8.8% | -12.4% |
| All | -90.4% | +166.6% | -257.0% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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