+34.4%
CVS vs AIG
+52.4%
-18.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.9% | -1.4% | -0.5% | -1.4% |
| 30D | -0.3% | -3.3% | +3.0% | +0.8% |
| 3M | -1.1% | +2.2% | -3.3% | -1.9% |
| 6M | +23.7% | -2.1% | +25.8% | +24.1% |
| YTD | +23.0% | -11.2% | +34.2% | +27.3% |
| 1Y | +37.2% | -2.1% | +39.3% | +36.4% |
| 3Y | +62.4% | +34.4% | +28.1% | +42.0% |
| All | +34.4% | +52.4% | -18.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling