-70.8%
QXO vs AIG
+53.2%
-124.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -7.8% | -1.2% | -6.6% | -7.6% |
| 30D | -18.1% | -1.1% | -17.0% | -17.9% |
| 3M | -25.8% | +0.7% | -26.4% | -26.1% |
| 6M | -41.7% | -2.2% | -39.5% | -41.6% |
| YTD | -36.2% | -10.8% | -25.3% | -34.9% |
| 1Y | -42.1% | -2.0% | -40.1% | -42.1% |
| 3Y | -46.2% | +34.8% | -81.0% | -51.1% |
| All | -70.8% | +53.2% | -124.0% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling