-1.5%
AIG vs EXPD
+58.2%
-59.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -1.4% | +1.2% | -2.6% | -1.5% |
| 30D | -3.3% | +5.2% | -8.5% | -3.7% |
| 3M | +2.2% | +13.2% | -11.0% | +1.2% |
| 6M | -2.1% | +30.3% | -32.4% | -4.1% |
| YTD | -11.2% | +27.0% | -38.2% | -13.4% |
| All | -1.5% | +58.2% | -59.7% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling