+62.8%
CVE vs AIG
+266.2%
-203.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.2% |
| 7D | -14.1% | -0.6% | -13.4% | -13.9% |
| 30D | -11.6% | +7.7% | -19.4% | -15.3% |
| 3M | 0.0% | +1.7% | -1.6% | -1.3% |
| 6M | -8.4% | +4.5% | -12.9% | -11.5% |
| YTD | +65.9% | -3.6% | +69.5% | +66.0% |
| 1Y | +69.4% | +8.7% | +60.8% | +58.4% |
| 3Y | +55.9% | +35.7% | +20.2% | +27.3% |
| 5Y | +146.2% | +53.9% | +92.3% | +84.6% |
| 10Y | +140.6% | +81.5% | +59.1% | +58.0% |
| All | +62.8% | +266.2% | -203.4% | -18.9% |
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