+123.0%
XRT vs AIG
+66.2%
+56.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -3.2% | -1.2% | -2.0% | -2.7% |
| 30D | -4.5% | -1.1% | -3.4% | -4.1% |
| 3M | -3.1% | +0.7% | -3.8% | -3.6% |
| 6M | +4.2% | -2.2% | +6.4% | +4.7% |
| YTD | -0.1% | -10.8% | +10.7% | +3.8% |
| 1Y | -3.0% | -2.0% | -1.0% | -3.7% |
| 3Y | +41.8% | +34.8% | +7.0% | +21.5% |
| 5Y | -1.3% | +55.0% | -56.3% | -21.4% |
| All | +123.0% | +66.2% | +56.8% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling