+160.0%
EXPE vs AIG
+66.2%
+93.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -5.8% | -1.2% | -4.6% | -5.0% |
| 30D | -13.6% | -1.1% | -12.6% | -12.9% |
| 3M | +25.2% | +0.7% | +24.5% | +24.7% |
| 6M | +22.3% | -2.2% | +24.5% | +23.5% |
| YTD | -0.3% | -10.8% | +10.5% | +5.7% |
| 1Y | +27.8% | -2.0% | +29.8% | +27.3% |
| 3Y | +162.4% | +34.8% | +127.6% | +111.6% |
| 5Y | +95.8% | +55.0% | +40.8% | +42.9% |
| All | +160.0% | +66.2% | +93.9% | +35.4% |
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