+120.4%
XLK vs AIG
+33.9%
+86.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +0.2% | -1.2% | +1.4% | +0.4% |
| 30D | -0.6% | -1.1% | +0.4% | -0.5% |
| 3M | +2.6% | +0.7% | +1.9% | +2.1% |
| 6M | +34.0% | -2.2% | +36.1% | +34.0% |
| YTD | +30.7% | -10.8% | +41.5% | +34.0% |
| 1Y | +39.2% | -2.0% | +41.2% | +37.7% |
| 3Y | +120.4% | +34.8% | +85.6% | +93.9% |
| All | +120.4% | +33.9% | +86.5% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling