+41.0%
CVS vs AIG
+65.5%
-24.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.0% | -2.4% | +0.4% | -1.2% |
| 30D | +1.9% | -2.9% | +4.9% | +2.9% |
| 3M | -2.2% | +0.8% | -3.0% | -2.5% |
| 6M | +26.7% | -2.7% | +29.4% | +27.3% |
| YTD | +22.9% | -11.2% | +34.1% | +26.9% |
| 1Y | +32.9% | -1.5% | +34.4% | +32.1% |
| 3Y | +62.3% | +34.4% | +27.9% | +44.3% |
| 5Y | +34.2% | +54.4% | -20.2% | +12.3% |
| All | +41.0% | +65.5% | -24.5% | +11.9% |
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 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