+150.2%
XLE vs AIG
+51.8%
+98.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.4% |
| 7D | -7.9% | -3.4% | -4.5% | -6.7% |
| 30D | -4.8% | +3.4% | -8.2% | -6.2% |
| 3M | +8.4% | +1.7% | +6.6% | +7.3% |
| 6M | +12.7% | +5.7% | +7.0% | +9.4% |
| YTD | +41.3% | -5.1% | +46.4% | +43.1% |
| 1Y | +42.3% | +6.1% | +36.2% | +36.7% |
| 3Y | +65.1% | +35.5% | +29.6% | +39.3% |
| 5Y | +150.2% | +51.9% | +98.2% | +94.1% |
| All | +150.2% | +51.8% | +98.4% | +94.1% |
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 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