+631.5%
XLU vs AIG
-87.9%
+719.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | -3.3% | -1.1% | -2.2% | -3.2% |
| 3M | -3.2% | +0.7% | -3.8% | -3.3% |
| 6M | -7.0% | -2.2% | -4.8% | -6.8% |
| YTD | +0.6% | -10.8% | +11.5% | +1.8% |
| 1Y | +2.4% | -2.0% | +4.5% | +2.3% |
| 3Y | +46.3% | +34.8% | +11.4% | +40.4% |
| 5Y | +44.0% | +55.0% | -11.1% | +34.9% |
| 10Y | +140.1% | +65.1% | +75.0% | +116.0% |
| All | +631.5% | -87.9% | +719.4% | +639.8% |
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