+130.1%
CVE vs AIG
+70.6%
+59.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -1.1% |
| 7D | -10.1% | -3.4% | -6.7% | -8.2% |
| 30D | -12.1% | +3.4% | -15.5% | -14.4% |
| 3M | -1.9% | +1.7% | -3.6% | -3.7% |
| 6M | -1.8% | +5.7% | -7.5% | -6.9% |
| YTD | +65.8% | -5.1% | +70.9% | +67.3% |
| 1Y | +60.8% | +6.1% | +54.8% | +49.5% |
| 3Y | +70.1% | +35.5% | +34.7% | +29.5% |
| 5Y | +134.8% | +51.9% | +82.8% | +58.9% |
| 10Y | +130.1% | +68.2% | +61.9% | +34.7% |
| All | +130.1% | +70.6% | +59.5% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling