+554.0%
XYZ vs AIG
+65.1%
+488.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +3.8% |
| 7D | +12.1% | -5.1% | +17.2% | +15.3% |
| 30D | +12.4% | +2.8% | +9.6% | +10.8% |
| 3M | +8.2% | -2.1% | +10.3% | +9.3% |
| 6M | +20.7% | +1.4% | +19.3% | +19.1% |
| YTD | +31.3% | -7.4% | +38.7% | +35.1% |
| 1Y | +20.5% | +4.4% | +16.1% | +15.9% |
| 3Y | +72.6% | +30.0% | +42.6% | +44.6% |
| 5Y | -64.0% | +47.9% | -111.8% | -71.5% |
| 10Y | +601.8% | +74.4% | +527.4% | +326.5% |
| All | +554.0% | +65.1% | +488.9% | +278.6% |
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