For instance:
The weakest selling PS4 AAA exclusive is ranked #38 according to VGChartz.
This is out of a possible 386. The lowest selling exclusive sells more than 90% of all other multiplatform games.The highest selling game is ranked #9, then it goes #13, #14, #19, #23, #28 and then #38.
You think exclusives don't sell better?
Okay. Why was The Order critically panned and hated on by everyone and their mother yet it has sold better than that previously mentioned 90% of games? Because it's exclusive. It would not have stood out whatsoever if it didn't get special attention, if it didn't have uber sex graphics thanks to optimization not seen on multi plats. This is but one example of many.
On the Xbox side, the worst performing AAA exclusive is ranked #22 out of a possible 257. Once again, all AAA exclusives ranked in the top 10%. Once again, the attention they received helped bolster this list to include new IP that otherwise could've very easily tanked. Then we look at the WiiU that basically only has exclusives. I promise you that Nintendos games have outsold the little multiplats they've received, I dont even need to look at that lol
Point is, it would be pretty easy to make a case that yes, exclusives do generally sell better because of what they are. This all assumes you're comparing sales of a multiplat game on one platform, to an exclusive game on that same platform ie (Drive club vs CoD PS4).