-16.3%
AIG vs EXPD
+31,985.6%
-32,001.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +2.0% | +3.6% | -1.6% | +0.9% |
| 30D | +6.3% | +0.3% | +6.1% | +6.1% |
| 3M | +9.2% | +6.1% | +3.1% | +6.9% |
| 6M | +9.5% | +27.4% | -17.8% | +0.8% |
| YTD | -1.6% | +32.0% | -33.6% | -11.5% |
| 1Y | +8.5% | +40.5% | -32.1% | -4.4% |
| 3Y | +38.3% | +75.7% | -37.4% | +11.5% |
| 5Y | +59.0% | +61.7% | -2.7% | +29.8% |
| 10Y | +67.8% | +336.8% | -268.9% | +0.5% |
| All | -16.3% | +31,985.6% | -32,001.9% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling