+222.1%
XLE vs AIG
+56.7%
+165.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.5% |
| 7D | +2.2% | -0.9% | +3.1% | +2.6% |
| 30D | +11.8% | -4.9% | +16.7% | +14.0% |
| 3M | +9.8% | +4.5% | +5.4% | +7.4% |
| 6M | +15.6% | -1.4% | +17.0% | +15.4% |
| YTD | +45.3% | -9.8% | +55.1% | +50.6% |
| 1Y | +48.3% | -4.5% | +52.8% | +49.1% |
| 3Y | +55.4% | +37.4% | +18.0% | +29.5% |
| All | +222.1% | +56.7% | +165.4% | +137.2% |
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 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