+133.6%
XLC vs AIG
+85.6%
+48.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | +3.1% | +2.0% | +1.1% | +2.4% |
| 30D | -4.2% | +6.3% | -10.5% | -6.0% |
| 3M | -2.1% | +9.2% | -11.3% | -4.8% |
| 6M | -6.6% | +9.5% | -16.1% | -9.5% |
| YTD | -7.8% | -1.6% | -6.2% | -8.0% |
| 1Y | -4.1% | +8.5% | -12.6% | -7.2% |
| 3Y | +62.6% | +38.3% | +24.3% | +44.4% |
| 5Y | +39.6% | +59.0% | -19.4% | +17.0% |
| All | +133.6% | +85.6% | +48.0% | +72.4% |
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