+134.5%
CVE vs AIG
+71.9%
+62.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +2.1% |
| 7D | -16.1% | -5.1% | -11.1% | -13.3% |
| 30D | -10.4% | +2.8% | -13.1% | -12.3% |
| 3M | -2.4% | -2.1% | -0.2% | -1.7% |
| 6M | -4.4% | +1.4% | -5.8% | -6.8% |
| YTD | +64.9% | -7.4% | +72.3% | +69.2% |
| 1Y | +66.0% | +4.4% | +61.6% | +56.0% |
| 3Y | +57.7% | +30.0% | +27.7% | +23.5% |
| 5Y | +144.7% | +47.9% | +96.9% | +68.8% |
| All | +134.5% | +71.9% | +62.5% | +37.3% |
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