+53.1%
AIG vs XHB
+33.0%
+20.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | -1.2% | -4.6% | +3.5% | +0.5% |
| 30D | -1.1% | -9.1% | +8.1% | +2.2% |
| 3M | +0.7% | -8.6% | +9.2% | +3.3% |
| 6M | -2.2% | -4.0% | +1.9% | -1.9% |
| YTD | -10.8% | -3.9% | -6.9% | -11.1% |
| 1Y | -2.0% | -16.5% | +14.4% | +3.0% |
| 3Y | +34.8% | +22.6% | +12.3% | +15.4% |
| All | +53.1% | +33.0% | +20.1% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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