+69.0%
AIG vs XLRE
+109.5%
-40.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | -1.2% | -1.2% | 0.0% | -0.3% |
| 30D | -1.1% | -2.4% | +1.3% | +0.7% |
| 3M | +0.7% | -2.5% | +3.2% | +2.5% |
| 6M | -2.2% | +4.0% | -6.1% | -5.3% |
| YTD | -10.8% | +9.3% | -20.1% | -17.0% |
| 1Y | -2.0% | +5.6% | -7.6% | -6.6% |
| 3Y | +34.8% | +31.3% | +3.6% | +5.9% |
| 5Y | +55.0% | +9.5% | +45.5% | +38.8% |
| 10Y | +65.1% | +89.0% | -23.9% | +2.9% |
| All | +69.0% | +109.5% | -40.5% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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