+181.3%
XLE vs AIG
+63.9%
+117.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.6% |
| 7D | +0.3% | -1.4% | +1.8% | +1.1% |
| 30D | +8.5% | -3.3% | +11.8% | +10.4% |
| 3M | +14.6% | +2.2% | +12.4% | +12.7% |
| 6M | +17.6% | -2.1% | +19.7% | +17.6% |
| YTD | +48.1% | -11.2% | +59.3% | +55.8% |
| 1Y | +53.8% | -2.1% | +55.9% | +52.2% |
| 3Y | +56.2% | +34.4% | +21.8% | +26.4% |
| 5Y | +227.7% | +53.7% | +174.0% | +136.9% |
| 10Y | +181.3% | +64.4% | +116.9% | +55.8% |
| All | +181.3% | +63.9% | +117.4% | +55.8% |
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