+20.3%
EXE vs AIG
+33.4%
-13.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -2.7% | -1.4% | -1.3% | -2.4% |
| 30D | -0.4% | -3.3% | +3.0% | +0.5% |
| 3M | +9.5% | +2.2% | +7.3% | +8.3% |
| 6M | -9.3% | -2.1% | -7.2% | -9.4% |
| YTD | -10.9% | -11.2% | +0.3% | -8.1% |
| 1Y | +4.3% | -2.1% | +6.4% | +3.8% |
| All | +20.3% | +33.4% | -13.1% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling