-89.5%
AIG vs XPO
+9,839.2%
-9,928.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +0.9% |
| 7D | -1.4% | -0.9% | -0.5% | -1.3% |
| 30D | -3.3% | -8.1% | +4.8% | -2.2% |
| 3M | +2.2% | -19.0% | +21.2% | +5.3% |
| 6M | -2.1% | -5.2% | +3.1% | -1.9% |
| YTD | -11.2% | +35.6% | -46.8% | -16.3% |
| 1Y | -2.1% | +41.1% | -43.2% | -8.7% |
| 3Y | +34.4% | +157.9% | -123.5% | +10.4% |
| 5Y | +53.7% | +265.6% | -211.9% | +16.0% |
| 10Y | +64.4% | +1,516.8% | -1,452.4% | +1.0% |
| All | -89.5% | +9,839.2% | -9,928.7% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling