+54.9%
XLE vs AIG
+34.0%
+20.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.7% |
| 7D | 0.0% | -1.6% | +1.6% | +0.5% |
| 30D | +12.6% | -5.2% | +17.8% | +14.4% |
| 3M | +11.8% | +1.5% | +10.4% | +10.9% |
| 6M | +16.1% | -3.9% | +20.0% | +17.0% |
| YTD | +46.9% | -11.6% | +58.5% | +52.6% |
| 1Y | +53.3% | -2.9% | +56.2% | +52.8% |
| 3Y | +54.9% | +33.7% | +21.2% | +36.1% |
| All | +54.9% | +34.0% | +20.9% | +36.1% |
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 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