+513.3%
XRT vs AIG
-89.3%
+602.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +0.8% | -0.9% | +1.7% | +1.0% |
| 30D | -4.2% | -4.9% | +0.7% | -3.4% |
| 3M | +5.1% | +4.5% | +0.6% | +4.2% |
| 6M | +2.4% | -1.4% | +3.9% | +2.5% |
| YTD | +3.2% | -9.8% | +13.0% | +4.7% |
| 1Y | +1.5% | -4.5% | +6.1% | +1.8% |
| 3Y | +40.6% | +37.4% | +3.1% | +32.1% |
| 5Y | -1.0% | +55.0% | -56.0% | -9.0% |
| 10Y | +128.4% | +63.7% | +64.8% | +101.0% |
| All | +513.3% | -89.3% | +602.7% | +780.8% |
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