+9.5%
DVN vs AIG
+33.9%
-24.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +4.5% | -1.2% | +5.7% | +5.0% |
| 30D | +12.0% | -1.1% | +13.0% | +12.4% |
| 3M | +13.4% | +0.7% | +12.7% | +12.5% |
| 6M | +12.1% | -2.2% | +14.3% | +12.2% |
| YTD | +38.8% | -10.8% | +49.7% | +45.3% |
| 1Y | +46.0% | -2.0% | +48.1% | +44.8% |
| 3Y | +9.5% | +34.8% | -25.3% | -5.7% |
| All | +9.5% | +33.9% | -24.4% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling