+179.3%
EXE vs AIG
+100.1%
+79.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.1% |
| 7D | -1.8% | -1.6% | -0.2% | -1.1% |
| 30D | +6.4% | -5.2% | +11.6% | +8.8% |
| 3M | +9.2% | +1.5% | +7.8% | +8.0% |
| 6M | -7.0% | -3.9% | -3.0% | -6.2% |
| YTD | -9.5% | -11.6% | +2.1% | -5.3% |
| 1Y | +6.2% | -2.9% | +9.2% | +5.8% |
| 3Y | +20.7% | +33.7% | -13.0% | +0.1% |
| 5Y | +103.6% | +52.7% | +51.0% | +52.8% |
| All | +179.3% | +100.1% | +79.2% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling