+820.5%
XLB vs AIG
-87.8%
+908.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.4% | -0.9% | -0.5% | -1.2% |
| 30D | -0.4% | -4.9% | +4.5% | +0.6% |
| 3M | +2.0% | +4.5% | -2.5% | +1.0% |
| 6M | +1.8% | -1.4% | +3.3% | +1.9% |
| YTD | +16.6% | -9.8% | +26.4% | +18.5% |
| 1Y | +16.9% | -4.5% | +21.5% | +17.4% |
| 3Y | +32.6% | +37.4% | -4.9% | +23.8% |
| 5Y | +35.6% | +55.0% | -19.3% | +23.4% |
| 10Y | +160.0% | +63.7% | +96.4% | +126.2% |
| All | +820.5% | -87.8% | +908.3% | +907.8% |
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