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excess return

   Also found in: Wikipedia 0.01 sec.
excess return
The return on an asset or a portfolio in excess of the risk-free return. If short-term corporate debt provides a return of 4 1/2 % while U.S. Treasury bills are yielding 3 1/2 %, excess return on the corporate debt is 1%. Excess return is usually correlated with the riskiness of an investment.
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IR of an equity fund is computed as an arithmetic average of fund's excess return divided by standard deviation of excess return (Goodwin, 1998).
Bank fund management challenges and opportunities by Sing, Tng Cheong / Singapore Management Review
These methods are not suited to identifying time variation in alpha because they focus on the average excess return that is earned over the period, forcing time variation in alpha into the residual terra.
5 Time-changing alpha? The case of Australian international mutual ... by Mitchell, Heather / Australian Journal of Management
Once an insurer establishes the maximum amount of tracking error available from its guidelines and from the marketplace, it should determine the ultimate amount of tracking error it is willing to take, and, as importantly, the excess return it expects to generate by taking that risk.
Every basis point counts: using a modified total-return approach, ... by Gauthier, John / Best's Review
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