+136.0%
XLC vs AIG
+86.2%
+49.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | +3.7% | +6.6% | -2.9% | +1.8% |
| 30D | -1.9% | +7.0% | -8.9% | -4.0% |
| 3M | -3.1% | +9.7% | -12.8% | -5.9% |
| 6M | -6.4% | +10.8% | -17.2% | -9.5% |
| YTD | -6.8% | -1.3% | -5.6% | -7.1% |
| 1Y | -1.7% | +8.4% | -10.1% | -4.9% |
| 3Y | +64.7% | +39.0% | +25.7% | +46.0% |
| 5Y | +41.1% | +59.6% | -18.5% | +18.1% |
| All | +136.0% | +86.2% | +49.8% | +74.1% |
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