+165.9%
CVE vs AIG
+65.2%
+100.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.7% |
| 7D | +2.5% | -0.9% | +3.4% | +3.1% |
| 30D | +16.7% | -4.9% | +21.6% | +20.6% |
| 3M | +9.3% | +4.5% | +4.8% | +5.1% |
| 6M | +43.6% | -1.4% | +45.0% | +42.7% |
| YTD | +93.6% | -9.8% | +103.4% | +103.4% |
| 1Y | +98.8% | -4.5% | +103.3% | +99.1% |
| 3Y | +73.6% | +37.4% | +36.1% | +30.9% |
| 5Y | +312.5% | +55.0% | +257.5% | +176.1% |
| All | +165.9% | +65.2% | +100.7% | +50.5% |
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