+163.9%
XLE vs AIG
+72.2%
+91.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -2.9% | -1.4% |
| 7D | -6.7% | +2.2% | -8.9% | -7.9% |
| 30D | -4.4% | +6.9% | -11.3% | -8.0% |
| 3M | +4.0% | +6.8% | -2.8% | -0.1% |
| 6M | +13.2% | +9.2% | +3.9% | +6.7% |
| YTD | +41.9% | -1.9% | +43.8% | +40.9% |
| 1Y | +41.6% | +9.7% | +32.0% | +31.7% |
| 3Y | +64.0% | +37.9% | +26.1% | +30.8% |
| 5Y | +158.1% | +56.8% | +101.3% | +84.8% |
| 10Y | +163.9% | +67.6% | +96.3% | +45.2% |
| All | +163.9% | +72.2% | +91.7% | +45.2% |
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