-68.6%
XYZ vs AIG
+53.5%
-122.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -1.9% |
| 7D | +2.9% | -1.6% | +4.4% | +4.0% |
| 30D | +1.4% | -5.2% | +6.6% | +5.1% |
| 3M | +14.6% | +1.5% | +13.1% | +12.9% |
| 6M | +20.8% | -3.9% | +24.7% | +23.2% |
| YTD | +23.1% | -11.6% | +34.7% | +32.1% |
| 1Y | +5.6% | -2.9% | +8.6% | +4.7% |
| 3Y | +50.9% | +33.7% | +17.2% | +8.8% |
| 5Y | -68.6% | +52.7% | -121.2% | -79.2% |
| All | -68.6% | +53.5% | -122.1% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling