-89.4%
AIG vs XME
+231.2%
-320.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +2.1% |
| 7D | -2.4% | -3.0% | +0.7% | -0.7% |
| 30D | -2.9% | -2.6% | -0.4% | -2.0% |
| 3M | +0.8% | +2.2% | -1.4% | -2.1% |
| 6M | -2.7% | +0.7% | -3.4% | -6.5% |
| YTD | -11.2% | +10.9% | -22.1% | -20.9% |
| 1Y | -1.5% | +35.7% | -37.2% | -23.6% |
| 3Y | +34.4% | +127.1% | -92.8% | -27.1% |
| 5Y | +54.4% | +168.5% | -114.0% | -28.3% |
| 10Y | +64.4% | +416.9% | -352.5% | -52.5% |
| All | -89.4% | +231.2% | -320.7% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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