+63.5%
AIG vs EXPD
+322.5%
-259.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.1% |
| 7D | -1.4% | +1.2% | -2.6% | -2.0% |
| 30D | -3.3% | +5.2% | -8.5% | -5.6% |
| 3M | +2.2% | +13.2% | -11.0% | -3.8% |
| 6M | -2.1% | +30.3% | -32.4% | -14.2% |
| YTD | -11.2% | +27.0% | -38.2% | -22.3% |
| 1Y | -2.1% | +57.3% | -59.4% | -23.7% |
| 3Y | +34.4% | +70.0% | -35.6% | -2.7% |
| 5Y | +53.7% | +61.6% | -7.9% | +10.7% |
| All | +63.5% | +322.5% | -259.0% | -32.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling