-90.5%
AIG vs XHB
+163.2%
-253.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.6% |
| 7D | -1.4% | -1.9% | +0.5% | -0.1% |
| 30D | -3.3% | -8.3% | +5.0% | +2.9% |
| 3M | +2.2% | -7.1% | +9.3% | +6.3% |
| 6M | -2.1% | -5.3% | +3.1% | -0.9% |
| YTD | -11.2% | -3.2% | -8.0% | -12.5% |
| 1Y | -2.1% | -13.9% | +11.7% | +4.7% |
| 3Y | +34.4% | +24.9% | +9.5% | -0.1% |
| 5Y | +53.7% | +34.5% | +19.2% | +2.3% |
| 10Y | +64.4% | +215.5% | -151.1% | -46.3% |
| All | -90.5% | +163.2% | -253.7% | -97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling