+3.7%
AIG vs EXEL
+92.4%
-88.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.5% |
| 7D | +2.3% | +9.8% | -7.5% | +2.7% |
| 30D | +8.8% | +23.6% | -14.8% | +9.9% |
| 3M | +3.7% | +29.9% | -26.2% | +5.2% |
| 6M | +6.8% | +64.7% | -58.0% | +11.7% |
| YTD | -2.6% | +66.0% | -68.6% | +2.6% |
| 1Y | +3.7% | +92.0% | -88.2% | +16.2% |
| All | +3.7% | +92.4% | -88.7% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling