+68.7%
XLC vs AIG
+33.4%
+35.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -1.4% | -1.4% | 0.0% | -1.1% |
| 30D | -0.9% | -3.3% | +2.4% | -0.1% |
| 3M | -0.3% | +2.2% | -2.5% | -1.0% |
| 6M | -5.2% | -2.1% | -3.1% | -4.9% |
| YTD | -5.3% | -11.2% | +5.9% | -2.9% |
| 1Y | -2.8% | -2.1% | -0.7% | -3.2% |
| All | +68.7% | +33.4% | +35.3% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling