+118.6%
DVN vs AIG
+53.2%
+65.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +4.5% | -1.2% | +5.7% | +5.2% |
| 30D | +12.0% | -1.1% | +13.0% | +12.5% |
| 3M | +13.4% | +0.7% | +12.7% | +12.3% |
| 6M | +12.1% | -2.2% | +14.3% | +12.0% |
| YTD | +38.8% | -10.8% | +49.7% | +46.1% |
| 1Y | +46.0% | -2.0% | +48.1% | +44.4% |
| 3Y | +9.5% | +34.8% | -25.3% | -12.9% |
| All | +118.6% | +53.2% | +65.5% | +46.1% |
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