-90.5%
AIG vs EXEL
+264.7%
-355.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.7% |
| 7D | -1.6% | +1.4% | -3.0% | -1.8% |
| 30D | -5.2% | +6.7% | -11.9% | -6.2% |
| 3M | +1.5% | +11.5% | -10.0% | -0.4% |
| 6M | -3.9% | +38.8% | -42.7% | -9.1% |
| YTD | -11.6% | +31.6% | -43.2% | -15.9% |
| 1Y | -2.9% | +53.0% | -55.9% | -10.2% |
| 3Y | +33.7% | +160.8% | -127.1% | +11.4% |
| 5Y | +52.7% | +190.1% | -137.4% | +23.3% |
| 10Y | +62.6% | +367.0% | -304.4% | +12.9% |
| All | -90.5% | +264.7% | -355.2% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling