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Excess returnsDifference between an asset's return and the riskless rate. Sometimes confused with abnormal returns, returns in excess of those required by some asset pricing model.
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Excess returnsDefinition Returns in excess of those required by some asset pricing model, or a market measure such as the S&P 500, or the risk-free return.
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Excess returnsrefers to investment returns on a securities above that of a benchmark or index exhibiting similar risk characteristics.
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Excess returnsThe return above or below the nominated benchmark return. It is calculated as the difference between the return achieved and the benchmark return.
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Excess returnsAsset returns in excess of the risk-free rate. Used especially in the context of the CAPM. Excess returns are negative in those periods in which returns are less than the risk-free rate. Contrast abno [..]
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Excess returnsReturns in excess of the risk-free rate or in excess of a market measure such as the S&P 500 index. Exchange Traded Fund (ETF)
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Excess returnsDifference between an asset's return and the riskless rate. Sometimes confused with abnormal returns, returns in excess of those required by some asset pricing model.
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