+64.2%
AIG vs XPO
+1,516.3%
-1,452.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | -5.7% | +4.5% | +0.4% |
| 30D | -1.1% | -12.8% | +11.7% | +2.6% |
| 3M | +0.7% | -20.0% | +20.7% | +6.5% |
| 6M | -2.2% | -6.0% | +3.9% | -1.7% |
| YTD | -10.8% | +34.0% | -44.9% | -20.0% |
| 1Y | -2.0% | +35.6% | -37.6% | -13.1% |
| 3Y | +34.8% | +152.3% | -117.5% | -8.6% |
| 5Y | +55.0% | +264.4% | -209.3% | -13.4% |
| All | +64.2% | +1,516.3% | -1,452.1% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling