+538.9%
XRT vs AIG
-88.3%
+627.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | +1.7% | +6.6% | -4.8% | +0.6% |
| 30D | +7.5% | +7.0% | +0.5% | +6.3% |
| 3M | +2.2% | +9.7% | -7.5% | +0.5% |
| 6M | +14.7% | +10.8% | +3.9% | +12.5% |
| YTD | +7.5% | -1.3% | +8.8% | +7.4% |
| 1Y | +14.1% | +8.4% | +5.8% | +12.1% |
| 3Y | +58.8% | +39.0% | +19.8% | +48.9% |
| 5Y | -3.9% | +59.6% | -63.5% | -12.2% |
| 10Y | +137.7% | +68.4% | +69.3% | +107.5% |
| All | +538.9% | -88.3% | +627.2% | +803.2% |
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 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