+1,106.7%
XLY vs AIG
-87.9%
+1,194.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -1.7% | -1.2% | -0.5% | -1.5% |
| 30D | -4.2% | -1.1% | -3.1% | -4.0% |
| 3M | -2.7% | +0.7% | -3.4% | -2.9% |
| 6M | -0.6% | -2.2% | +1.5% | -0.4% |
| YTD | -5.0% | -10.8% | +5.8% | -3.4% |
| 1Y | -4.1% | -2.0% | -2.1% | -4.3% |
| 3Y | +33.6% | +34.8% | -1.2% | +25.7% |
| 5Y | +28.7% | +55.0% | -26.3% | +17.6% |
| 10Y | +219.6% | +65.1% | +154.6% | +177.8% |
| All | +1,106.7% | -87.9% | +1,194.7% | +1,302.0% |
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