+37.6%
XLC vs AIG
+53.4%
-15.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -1.4% | -1.4% | 0.0% | -1.0% |
| 30D | -0.9% | -3.3% | +2.4% | +0.2% |
| 3M | -0.3% | +2.2% | -2.5% | -1.2% |
| 6M | -5.2% | -2.1% | -3.1% | -4.9% |
| YTD | -5.3% | -11.2% | +5.9% | -2.1% |
| 1Y | -2.8% | -2.1% | -0.7% | -3.3% |
| 3Y | +71.2% | +34.4% | +36.8% | +48.9% |
| 5Y | +37.6% | +53.7% | -16.1% | +9.1% |
| All | +37.6% | +53.4% | -15.8% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling