+855.0%
EXPE vs AIG
-89.3%
+944.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.5% |
| 7D | -9.5% | -0.9% | -8.6% | -9.3% |
| 30D | -6.6% | -4.9% | -1.7% | -5.5% |
| 3M | +31.4% | +4.5% | +26.9% | +30.0% |
| 6M | +35.2% | -1.4% | +36.6% | +35.6% |
| YTD | +5.8% | -9.8% | +15.6% | +8.0% |
| 1Y | +38.7% | -4.5% | +43.2% | +39.6% |
| 3Y | +175.8% | +37.4% | +138.3% | +155.3% |
| 5Y | +111.8% | +55.0% | +56.9% | +91.6% |
| 10Y | +179.7% | +63.7% | +116.0% | +143.3% |
| All | +855.0% | -89.3% | +944.3% | +983.1% |
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