+164.2%
XLB vs AIG
+67.5%
+96.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +0.5% | +6.6% | -6.0% | -2.0% |
| 30D | +5.2% | +7.0% | -1.9% | +2.2% |
| 3M | +0.3% | +9.7% | -9.4% | -3.5% |
| 6M | +1.2% | +10.8% | -9.6% | -3.4% |
| YTD | +16.6% | -1.3% | +17.9% | +16.1% |
| 1Y | +21.4% | +8.4% | +13.1% | +16.1% |
| 3Y | +43.2% | +39.0% | +4.2% | +21.7% |
| 5Y | +28.0% | +59.6% | -31.6% | +0.8% |
| All | +164.2% | +67.5% | +96.6% | +76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling