+85.6%
XOP vs AIG
-89.6%
+175.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.2% |
| 7D | +0.6% | -1.6% | +2.2% | +1.0% |
| 30D | +16.5% | -5.2% | +21.7% | +18.0% |
| 3M | +15.7% | +1.5% | +14.3% | +15.1% |
| 6M | +19.2% | -3.9% | +23.1% | +19.8% |
| YTD | +55.0% | -11.6% | +66.6% | +58.6% |
| 1Y | +54.2% | -2.9% | +57.1% | +54.1% |
| 3Y | +35.9% | +33.7% | +2.1% | +25.5% |
| 5Y | +162.4% | +52.7% | +109.8% | +135.1% |
| 10Y | +50.2% | +62.6% | -12.4% | +31.6% |
| All | +85.6% | -89.6% | +175.1% | +89.0% |
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