+638.0%
XYZ vs AIG
+70.6%
+567.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.3% |
| 7D | +14.9% | -3.4% | +18.3% | +17.0% |
| 30D | +14.7% | +3.4% | +11.3% | +12.7% |
| 3M | +12.1% | +1.7% | +10.4% | +11.0% |
| 6M | +18.3% | +5.7% | +12.6% | +14.3% |
| YTD | +36.1% | -5.1% | +41.2% | +38.3% |
| 1Y | +35.3% | +6.1% | +29.2% | +29.1% |
| 3Y | +73.5% | +35.5% | +38.0% | +42.0% |
| 5Y | -61.6% | +51.9% | -113.6% | -70.1% |
| 10Y | +638.0% | +68.2% | +569.8% | +359.1% |
| All | +638.0% | +70.6% | +567.4% | +359.1% |
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