+63.5%
AIG vs EXPD
+324.8%
-261.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -2.4% | +1.2% | -3.6% | -2.9% |
| 30D | -2.9% | +6.8% | -9.8% | -5.9% |
| 3M | +0.8% | +14.9% | -14.2% | -5.8% |
| 6M | -2.7% | +34.6% | -37.3% | -15.9% |
| YTD | -11.2% | +27.7% | -38.9% | -22.5% |
| 1Y | -1.5% | +57.7% | -59.2% | -23.3% |
| 3Y | +34.4% | +70.9% | -36.5% | -2.9% |
| 5Y | +54.4% | +59.5% | -5.1% | +12.4% |
| All | +63.5% | +324.8% | -261.3% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXPD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling