+253.9%
XLI vs AIG
+66.2%
+187.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -1.7% | -1.2% | -0.5% | -1.2% |
| 30D | -7.3% | -1.1% | -6.2% | -6.9% |
| 3M | -1.3% | +0.7% | -2.0% | -1.9% |
| 6M | +2.2% | -2.2% | +4.4% | +2.6% |
| YTD | +11.7% | -10.8% | +22.5% | +16.0% |
| 1Y | +14.3% | -2.0% | +16.3% | +13.4% |
| 3Y | +70.3% | +34.8% | +35.5% | +45.8% |
| 5Y | +82.3% | +55.0% | +27.3% | +43.4% |
| All | +253.9% | +66.2% | +187.7% | +131.1% |
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 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