+224.3%
CTVA vs AIG
+71.5%
+152.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.3% |
| 7D | -2.1% | -1.6% | -0.5% | -1.4% |
| 30D | +12.0% | -5.2% | +17.2% | +14.7% |
| 3M | +13.5% | +1.5% | +12.0% | +12.5% |
| 6M | +12.1% | -3.9% | +16.1% | +13.5% |
| YTD | +29.0% | -11.6% | +40.6% | +34.9% |
| 1Y | +18.9% | -2.9% | +21.8% | +18.6% |
| 3Y | +78.9% | +33.7% | +45.1% | +52.2% |
| 5Y | +105.2% | +52.7% | +52.6% | +60.2% |
| All | +224.3% | +71.5% | +152.7% | +135.1% |
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