+1,902.7%
XEL vs AIG
-22.8%
+1,925.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -0.9% |
| 7D | +0.9% | -1.4% | +2.3% | +1.0% |
| 30D | -0.9% | -3.3% | +2.4% | -0.6% |
| 3M | -1.4% | +2.2% | -3.6% | -1.7% |
| 6M | -5.8% | -2.1% | -3.7% | -5.7% |
| YTD | +4.7% | -11.2% | +15.9% | +5.7% |
| 1Y | +9.1% | -2.1% | +11.2% | +9.0% |
| 3Y | +47.8% | +34.4% | +13.5% | +43.1% |
| 5Y | +29.0% | +53.7% | -24.7% | +22.5% |
| 10Y | +154.0% | +64.4% | +89.6% | +132.6% |
| All | +1,902.7% | -22.8% | +1,925.5% | +1,356.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling