+63.0%
XLC vs AIG
+39.0%
+23.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | +3.1% | +2.0% | +1.1% | +2.6% |
| 30D | -4.2% | +6.3% | -10.5% | -5.5% |
| 3M | -2.1% | +9.2% | -11.3% | -4.1% |
| 6M | -6.6% | +9.5% | -16.1% | -8.7% |
| YTD | -7.8% | -1.6% | -6.2% | -7.7% |
| 1Y | -4.1% | +8.5% | -12.6% | -6.5% |
| All | +63.0% | +39.0% | +23.9% | +53.5% |
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