+64.2%
AIG vs XYL
+150.5%
-86.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -1.2% | +1.2% | -2.4% | -1.9% |
| 30D | -1.1% | -11.9% | +10.9% | +6.4% |
| 3M | +0.7% | -1.5% | +2.2% | +0.8% |
| 6M | -2.2% | -11.9% | +9.7% | +4.0% |
| YTD | -10.8% | -20.6% | +9.7% | 0.0% |
| 1Y | -2.0% | -23.5% | +21.5% | +12.3% |
| 3Y | +34.8% | +14.9% | +20.0% | +13.8% |
| 5Y | +55.0% | -15.3% | +70.3% | +56.6% |
| All | +64.2% | +150.5% | -86.3% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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