+552.8%
XLP vs AIG
-87.4%
+640.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.9% |
| 7D | +0.7% | -5.1% | +5.8% | +1.3% |
| 30D | +10.3% | +2.8% | +7.5% | +10.0% |
| 3M | +6.5% | -2.1% | +8.7% | +6.8% |
| 6M | +8.4% | +1.4% | +7.0% | +8.2% |
| YTD | +18.2% | -7.4% | +25.6% | +18.9% |
| 1Y | +22.4% | +4.4% | +18.0% | +21.6% |
| 3Y | +41.9% | +30.0% | +11.9% | +37.4% |
| 5Y | +40.9% | +47.9% | -7.0% | +33.9% |
| 10Y | +128.4% | +74.4% | +54.0% | +107.3% |
| All | +552.8% | -87.4% | +640.2% | +560.0% |
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