+248.8%
XLF vs AIG
+66.2%
+182.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -1.5% | -1.2% | -0.3% | -0.9% |
| 30D | -1.2% | -1.1% | -0.1% | -0.6% |
| 3M | +9.2% | +0.7% | +8.5% | +8.5% |
| 6M | +16.3% | -2.2% | +18.5% | +17.0% |
| YTD | +5.4% | -10.8% | +16.3% | +10.8% |
| 1Y | +7.6% | -2.0% | +9.6% | +7.0% |
| 3Y | +74.2% | +34.8% | +39.4% | +44.2% |
| 5Y | +66.1% | +55.0% | +11.1% | +25.1% |
| All | +248.8% | +66.2% | +182.7% | +120.2% |
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