+146.9%
CVE vs AIG
+66.9%
+80.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | +4.6% | +2.0% | +2.6% | +3.1% |
| 30D | -12.0% | +6.3% | -18.3% | -16.0% |
| 3M | -3.8% | +9.2% | -12.9% | -10.0% |
| 6M | -2.7% | +9.5% | -12.2% | -10.0% |
| YTD | +73.6% | -1.6% | +75.2% | +70.9% |
| 1Y | +62.0% | +8.5% | +53.5% | +48.4% |
| 3Y | +72.7% | +38.3% | +34.4% | +29.5% |
| 5Y | +153.9% | +59.0% | +94.9% | +66.2% |
| All | +146.9% | +66.9% | +80.0% | +38.7% |
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