-25.0%
QXO vs AIG
+6.0%
-30.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.5% | +6.6% | +7.6% |
| 7D | +16.6% | +2.3% | +14.3% | +15.8% |
| 30D | +6.6% | +8.8% | -2.2% | +4.3% |
| 3M | -17.5% | +3.7% | -21.2% | -18.0% |
| 6M | -33.8% | +6.8% | -40.5% | -34.8% |
| YTD | -34.4% | -2.6% | -31.7% | -35.0% |
| 1Y | -25.0% | +3.7% | -28.7% | -27.3% |
| All | -25.0% | +6.0% | -30.9% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling