+508.9%
XLP vs AIG
-87.8%
+596.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | -0.9% | -4.9% | +4.0% | -0.4% |
| 3M | +3.8% | +4.5% | -0.6% | +3.3% |
| 6M | -1.7% | -1.4% | -0.3% | -1.7% |
| YTD | +10.3% | -9.8% | +20.1% | +11.3% |
| 1Y | +7.8% | -4.5% | +12.3% | +8.0% |
| 3Y | +27.2% | +37.4% | -10.2% | +22.5% |
| 5Y | +32.5% | +55.0% | -22.4% | +25.3% |
| 10Y | +101.8% | +63.7% | +38.1% | +84.3% |
| All | +508.9% | -87.8% | +596.7% | +517.4% |
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