+147.9%
OXY vs AIG
+53.2%
+94.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +2.8% | -1.2% | +4.0% | +3.3% |
| 30D | +5.5% | -1.1% | +6.5% | +5.9% |
| 3M | +11.3% | +0.7% | +10.6% | +10.5% |
| 6M | +11.6% | -2.2% | +13.8% | +11.5% |
| YTD | +51.6% | -10.8% | +62.4% | +57.6% |
| 1Y | +36.2% | -2.0% | +38.2% | +34.8% |
| 3Y | +1.7% | +34.8% | -33.1% | -16.2% |
| All | +147.9% | +53.2% | +94.7% | +69.3% |
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