+219.2%
CVX vs AIG
+66.2%
+153.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +2.6% | -1.2% | +3.8% | +3.2% |
| 30D | +9.8% | -1.1% | +10.9% | +10.3% |
| 3M | +16.2% | +0.7% | +15.5% | +15.4% |
| 6M | +13.6% | -2.2% | +15.8% | +13.8% |
| YTD | +44.4% | -10.8% | +55.2% | +51.2% |
| 1Y | +40.6% | -2.0% | +42.6% | +39.5% |
| 3Y | +48.2% | +34.8% | +13.4% | +22.2% |
| 5Y | +172.3% | +55.0% | +117.2% | +100.8% |
| All | +219.2% | +66.2% | +153.0% | +75.0% |
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