+1,111.5%
XLI vs AIG
-88.0%
+1,199.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | +1.0% | -1.6% | +2.6% | +1.3% |
| 30D | -5.8% | -5.2% | -0.6% | -4.9% |
| 3M | +0.7% | +1.5% | -0.8% | +0.3% |
| 6M | +3.2% | -3.9% | +7.1% | +3.7% |
| YTD | +13.0% | -11.6% | +24.6% | +15.3% |
| 1Y | +16.8% | -2.9% | +19.7% | +16.8% |
| 3Y | +72.4% | +33.7% | +38.7% | +61.7% |
| 5Y | +82.8% | +52.7% | +30.1% | +66.2% |
| 10Y | +252.4% | +62.6% | +189.8% | +206.5% |
| All | +1,111.5% | -88.0% | +1,199.5% | +1,282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling