+34.3%
AIG vs EXEL
+160.7%
-126.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -2.4% | -2.9% | +0.5% | -2.3% |
| 30D | -2.9% | +11.9% | -14.8% | -3.3% |
| 3M | +0.8% | +9.2% | -8.4% | +0.5% |
| 6M | -2.7% | +39.1% | -41.7% | -3.8% |
| YTD | -11.2% | +31.0% | -42.2% | -12.0% |
| 1Y | -1.5% | +52.3% | -53.8% | -3.4% |
| All | +34.3% | +160.7% | -126.4% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling