+726.6%
EXPE vs AIG
-88.3%
+814.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.3% |
| 7D | -0.5% | +6.6% | -7.1% | -2.0% |
| 30D | -6.1% | +7.0% | -13.1% | -7.4% |
| 3M | -21.3% | +9.7% | -31.0% | -22.9% |
| 6M | +19.0% | +10.8% | +8.2% | +16.3% |
| YTD | -8.4% | -1.3% | -7.1% | -8.3% |
| 1Y | -2.8% | +8.4% | -11.2% | -4.8% |
| 3Y | +120.8% | +39.0% | +81.7% | +104.1% |
| 5Y | +46.2% | +59.6% | -13.4% | +31.5% |
| 10Y | +123.8% | +68.4% | +55.4% | +93.0% |
| All | +726.6% | -88.3% | +814.9% | +819.2% |
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 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