+61.8%
CVE vs AIG
+251.8%
-190.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +1.5% |
| 7D | -16.1% | -5.1% | -11.1% | -13.9% |
| 30D | -10.4% | +2.8% | -13.1% | -11.9% |
| 3M | -2.4% | -2.1% | -0.2% | -1.8% |
| 6M | -4.4% | +1.4% | -5.8% | -6.2% |
| YTD | +64.9% | -7.4% | +72.3% | +68.5% |
| 1Y | +66.0% | +4.4% | +61.6% | +58.4% |
| 3Y | +57.7% | +30.0% | +27.7% | +31.7% |
| 5Y | +144.7% | +47.9% | +96.9% | +87.4% |
| 10Y | +139.2% | +74.4% | +64.8% | +60.4% |
| All | +61.8% | +251.8% | -190.0% | -17.6% |
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