+732.4%
EXPE vs AIG
-88.3%
+820.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.2% |
| 7D | -17.8% | +1.4% | -19.2% | -18.0% |
| 30D | -3.2% | +6.6% | -9.9% | -4.5% |
| 3M | -19.0% | +7.9% | -26.8% | -20.3% |
| 6M | +17.7% | +10.4% | +7.3% | +15.1% |
| YTD | -7.8% | -1.3% | -6.5% | -7.7% |
| 1Y | -1.4% | +11.5% | -12.8% | -4.0% |
| 3Y | +121.9% | +38.8% | +83.1% | +105.3% |
| 5Y | +44.3% | +57.8% | -13.6% | +30.1% |
| 10Y | +125.4% | +68.4% | +57.0% | +94.3% |
| All | +732.4% | -88.3% | +820.8% | +825.8% |
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