+172.0%
CVX vs AIG
+52.4%
+119.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +1.0% | -1.4% | +2.4% | +1.5% |
| 30D | +10.7% | -3.3% | +14.0% | +12.0% |
| 3M | +15.5% | +2.2% | +13.3% | +14.2% |
| 6M | +14.9% | -2.1% | +17.0% | +15.0% |
| YTD | +44.2% | -11.2% | +55.4% | +49.9% |
| 1Y | +43.5% | -2.1% | +45.6% | +42.8% |
| 3Y | +45.0% | +34.4% | +10.6% | +25.5% |
| All | +172.0% | +52.4% | +119.6% | +109.2% |
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