+1,196.2%
DVN vs AIG
-22.8%
+1,218.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.1% | -1.4% | +1.3% | +0.2% |
| 30D | +8.0% | -3.3% | +11.3% | +8.8% |
| 3M | +11.9% | +2.2% | +9.8% | +11.2% |
| 6M | +10.6% | -2.1% | +12.8% | +10.7% |
| YTD | +35.4% | -11.2% | +46.6% | +38.3% |
| 1Y | +46.5% | -2.1% | +48.6% | +46.3% |
| 3Y | +3.0% | +34.4% | -31.4% | -4.2% |
| 5Y | +120.5% | +53.7% | +66.8% | +99.7% |
| 10Y | +62.5% | +64.4% | -1.9% | +45.7% |
| All | +1,196.2% | -22.8% | +1,218.9% | +742.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling