+169.7%
EXE vs AIG
+101.9%
+67.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -3.1% | -1.2% | -2.0% | -2.7% |
| 30D | -0.9% | -1.1% | +0.1% | -0.5% |
| 3M | +9.6% | +0.7% | +8.9% | +8.7% |
| 6M | -11.6% | -2.2% | -9.4% | -11.6% |
| YTD | -12.6% | -10.8% | -1.7% | -8.9% |
| 1Y | +1.2% | -2.0% | +3.2% | +0.4% |
| 3Y | +18.0% | +34.8% | -16.8% | -2.5% |
| 5Y | +101.1% | +55.0% | +46.1% | +49.8% |
| All | +169.7% | +101.9% | +67.9% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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